Netherlands
Over 2011 to 2026 (16 years of data), AGNNLEUR has tended to move long between 12.10 and 11.11, closing higher in 93.3% of those years for an average +7.37% move and an annualized Sharpe of 2.72.
Best window
12.10 - 11.11
Direction
Long
Win rate
93.3%
Avg return
+7.37%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 11.11 | Long | 93.3% | +7.37% | 2.72 | 15 |
| 10.10 → 02.12 | Long | 86.7% | +8.05% | 1.49 | 15 |
| 09.10 → 02.12 | Long | 86.7% |
| +7.41% |
| 1.48 |
| 15 |
| 08.10 → 05.12 | Long | 86.7% | +7.31% | 1.27 | 15 |
| 11.10 → 11.11 | Long | 86.7% | +7.18% | 2.50 | 15 |
| 12.10 → 03.11 | Long | 86.7% | +3.88% | 2.98 | 15 |
| 12.10 → 04.11 | Long | 86.7% | +3.12% | 2.03 | 15 |
| 10.10 → 07.12 | Long | 80.0% | +8.46% | 1.22 | 15 |