The swimmers who manage to win their distances at all three World Cup competitions take home a bonus of $10,000, equivalent to almost SEK 110,000.
Sjöström did that in the 50 meter free on Friday night.
On Saturday, she did the same in the 50-meter butterfly.
After victories in Berlin and Athens, she completed the treble in Budapest.
But it was hard inside.
Chinese Zhang Yufei seemed to blow Sjöström on the bonus and led shortly before the finish.
But Sjöström, five-time world champion in the distance, made a perfect finish and won by two hundredths in 25.21.
The Swede says in the International Swimming Federation's webcast that she was not satisfied with the start.
"But I've swum the 50-metre butterfly many times so I know what I have to do to win. I just tried to be relaxed and touch the wall first. I know I'm at my best at the end of the race," she said after she had a golden crown placed on her head for her golden triple.
Three Swedes competed in the final and Sara Junevik finished third in 26.01 while Louise Hansson was sixth in 26.25.
Superb Australian backstroke swimmer Kayle McKeown broke the world record for the second day in a row.
She trimmed her own record in the 100-meter backstroke by twelve hundredths to 57.33.
On Friday, she also broke the record for half the distance.
Louise Hansson finished seventh, 3.5 seconds behind the Australian who outclassed the competition and won by almost two seconds ahead of Kylie Masse of Canada.