Sweden
Over 2011 to 2025 (15 years of data), SWEDASESEK has tended to move long between 06.10 and 06.11, closing higher in 86.7% of those years for an average +4.00% move and an annualized Sharpe of 1.92.
Best window
06.10 - 06.11
Direction
Long
Win rate
86.7%
Avg return
+4.00%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 06.11 | Long | 86.7% | +4.00% | 1.92 | 15 |
| 07.10 → 06.11 | Long | 86.7% | +3.76% | 1.79 | 15 |
| 08.10 → 06.11 | Long | 86.7% |
| +3.74% |
| 1.77 |
| 15 |
| 06.10 → 03.12 | Long | 80.0% | +4.51% | 1.25 | 15 |
| 06.10 → 02.12 | Long | 80.0% | +4.44% | 1.34 | 15 |
| 06.10 → 11.11 | Long | 80.0% | +4.29% | 1.79 | 15 |
| 07.10 → 03.12 | Long | 80.0% | +4.26% | 1.18 | 15 |
| 06.10 → 27.10 | Long | 80.0% | +4.20% | 2.00 | 15 |