Over 2011 to 2025 (15 years of data), SWEDASESEK has tended to move long between 24.07 and 29.07, closing higher in 80.0% of those years for an average +0.93% move and an annualized Sharpe of 3.70.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 29.07 | Long | 80.0% | +0.93% | 3.70 | 15 |
| 23.07 → 16.09 | Long | 73.3% | +1.33% | 0.33 | 15 |
| 23.07 → 21.09 | Long | 73.3% | +1.25% | 0.24 | 15 |
| 22.07 → 20.09 | Long | 73.3% | +1.11% | 0.21 | 15 |
| 23.07 → 20.09 | Long | 73.3% | +1.01% | 0.20 | 15 |
| 25.07 → 29.07 | Long | 73.3% | +0.96% | 4.61 | 15 |
| 23.07 → 29.07 | Long | 73.3% | +0.93% | 2.75 | 15 |
| 24.07 → 12.09 | Long | 73.3% | +0.39% | 0.09 | 15 |