Netherlands
Over 2011 to 2025 (15 years of data), AGNNLEUR has tended to move long between 21.09 and 11.11, closing higher in 93.3% of those years for an average +9.18% move and an annualized Sharpe of 1.81.
Best window
21.09 - 11.11
Direction
Long
Win rate
93.3%
Avg return
+9.18%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.09 → 11.11 | Long | 93.3% | +9.18% | 1.81 | 15 |
| 18.09 → 11.11 | Long | 93.3% | +9.03% | 1.75 | 15 |
| 15.09 → 11.11 | Long | 93.3% |
| +8.91% |
| 1.77 |
| 15 |
| 17.09 → 11.11 | Long | 93.3% | +8.86% | 1.69 | 15 |
| 19.09 → 11.11 | Long | 86.7% | +9.85% | 1.82 | 15 |
| 20.09 → 11.11 | Long | 86.7% | +9.39% | 1.75 | 15 |
| 19.09 → 17.11 | Long | 86.7% | +9.20% | 1.31 | 15 |
| 18.09 → 10.11 | Long | 86.7% | +8.64% | 1.64 | 15 |