Germany
Over 2011 to 2026 (16 years of data), ADSDEEUR has tended to move long between 11.10 and 19.10, closing higher in 86.7% of those years for an average +1.39% move and an annualized Sharpe of 2.78.
Best window
11.10 - 19.10
Direction
Long
Win rate
86.7%
Avg return
+1.39%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 19.10 | Long | 86.7% | +1.39% | 2.78 | 15 |
| 11.10 → 18.10 | Long | 80.0% | +1.84% | 4.82 | 15 |
| 11.10 → 20.10 | Long | 80.0% |
| +1.14% |
| 2.34 |
| 15 |
| 09.10 → 07.12 | Long | 73.3% | +2.34% | 0.50 | 15 |
| 09.10 → 08.12 | Long | 73.3% | +2.27% | 0.48 | 15 |
| 08.10 → 18.10 | Long | 73.3% | +2.07% | 2.89 | 15 |
| 07.10 → 18.10 | Long | 73.3% | +1.92% | 2.34 | 15 |
| 09.10 → 18.10 | Long | 73.3% | +1.87% | 2.66 | 15 |