Belgium
Over 2011 to 2026 (16 years of data), AGSBEEUR has tended to move long between 05.10 and 02.12, closing higher in 86.7% of those years for an average +6.02% move and an annualized Sharpe of 1.85.
Best window
05.10 - 02.12
Direction
Long
Win rate
86.7%
Avg return
+6.02%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 02.12 | Long | 86.7% | +6.02% | 1.85 | 15 |
| 08.10 → 02.12 | Long | 86.7% | +5.79% | 1.95 | 15 |
| 10.10 → 02.12 | Long | 86.7% |
| +5.69% |
| 1.83 |
| 15 |
| 06.10 → 02.12 | Long | 86.7% | +5.27% | 1.72 | 15 |
| 08.10 → 30.11 | Long | 86.7% | +4.82% | 1.99 | 15 |
| 09.10 → 30.11 | Long | 86.7% | +4.76% | 2.06 | 15 |
| 10.10 → 30.11 | Long | 86.7% | +4.72% | 1.84 | 15 |
| 08.10 → 25.11 | Long | 86.7% | +4.40% | 1.40 | 15 |