Sweden
Over 2016 to 2025 (10 years of data), TLSNSESEK has tended to move short between 11.10 and 01.11, closing higher in 90.0% of those years for an average +3.44% move and an annualized Sharpe of 3.21.
Best window
11.10 - 01.11
Direction
Short
Win rate
90.0%
Avg return
+3.44%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 01.11 | Short | 90.0% | +3.44% | 3.21 | 10 |
| 11.10 → 22.10 | Short | 90.0% | +2.77% | 3.12 | 10 |
| 10.10 → 22.10 | Short | 90.0% |
| +2.37% |
| 2.35 |
| 10 |
| 08.10 → 15.10 | Long | 90.0% | +1.69% | 11.18 | 10 |
| 09.10 → 15.10 | Long | 90.0% | +1.65% | 9.78 | 10 |
| 08.10 → 16.10 | Long | 90.0% | +1.57% | 9.42 | 10 |
| 09.10 → 16.10 | Long | 90.0% | +1.53% | 8.45 | 10 |
| 07.10 → 15.10 | Long | 90.0% | +1.50% | 7.05 | 10 |