Sweden
Over 2011 to 2025 (15 years of data), SWMASESEK has tended to move long between 11.10 and 15.10, closing higher in 90.9% of those years for an average +0.97% move and an annualized Sharpe of 5.35.
Best window
11.10 - 15.10
Direction
Long
Win rate
90.9%
Avg return
+0.97%
Sample
11 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 15.10 | Long | 90.9% | +0.97% | 5.35 | 11 |
| 11.10 → 28.10 | Long | 83.3% | +3.67% | 2.96 | 12 |
| 11.10 → 27.10 | Long | 83.3% |
| +3.56% |
| 3.35 |
| 12 |
| 11.10 → 24.10 | Long | 83.3% | +2.29% | 2.99 | 12 |
| 11.10 → 23.10 | Long | 83.3% | +2.09% | 3.27 | 12 |
| 11.10 → 22.10 | Long | 83.3% | +2.08% | 3.41 | 12 |
| 06.10 → 11.10 | Short | 83.3% | +1.78% | 5.37 | 12 |
| 11.10 → 18.10 | Long | 83.3% | +1.23% | 3.66 | 12 |