Sweden
Over 2011 to 2025 (15 years of data), VOLVBSESEK has tended to move long between 12.10 and 01.12, closing higher in 86.7% of those years for an average +4.54% move and an annualized Sharpe of 1.48.
Best window
12.10 - 01.12
Direction
Long
Win rate
86.7%
Avg return
+4.54%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 01.12 | Long | 86.7% | +4.54% | 1.48 | 15 |
| 12.10 → 02.12 | Long | 86.7% | +4.44% | 1.43 | 15 |
| 11.10 → 01.12 | Long | 86.7% |
| +4.39% |
| 1.35 |
| 15 |
| 11.10 → 02.12 | Long | 86.7% | +4.29% | 1.31 | 15 |
| 10.10 → 01.12 | Long | 86.7% | +4.03% | 1.12 | 15 |
| 09.10 → 02.12 | Long | 86.7% | +3.96% | 1.08 | 15 |
| 10.10 → 02.12 | Long | 86.7% | +3.93% | 1.09 | 15 |
| 09.10 → 03.12 | Long | 86.7% | +3.84% | 1.02 | 15 |