Over 2011 to 2025 (15 years of data), VOLVBSESEK has tended to move long between 07.07 and 11.07, closing higher in 80.0% of those years for an average +1.23% move and an annualized Sharpe of 3.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 11.07 | Long | 80.0% | +1.23% | 3.15 | 15 |
| 07.07 → 22.07 | Long | 73.3% | +2.44% | 1.73 | 15 |
| 07.07 → 24.07 | Long | 73.3% | +2.38% | 1.58 | 15 |
| 07.07 → 25.07 | Long | 73.3% | +2.38% | 1.46 | 15 |
| 08.07 → 22.07 | Long | 73.3% | +2.22% | 1.87 | 15 |
| 08.07 → 25.07 | Long | 73.3% | +2.16% | 1.56 | 15 |
| 07.07 → 20.07 | Long | 73.3% | +1.65% | 1.19 | 15 |
| 07.07 → 13.07 | Long | 73.3% | +1.64% | 3.17 | 15 |