Belgium
Over 2011 to 2025 (15 years of data), AGSBEEUR has tended to move long between 18.09 and 14.11, closing higher in 86.7% of those years for an average +4.15% move and an annualized Sharpe of 1.69.
Best window
18.09 - 14.11
Direction
Long
Win rate
86.7%
Avg return
+4.15%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.09 → 14.11 | Long | 86.7% | +4.15% | 1.69 | 15 |
| 21.09 → 13.11 | Long | 86.7% | +3.96% | 1.87 | 15 |
| 20.09 → 12.11 | Long | 86.7% |
| +3.45% |
| 1.56 |
| 15 |
| 19.09 → 12.11 | Long | 85.7% | +3.65% | 1.61 | 14 |
| 21.09 → 17.11 | Long | 80.0% | +4.43% | 1.50 | 15 |
| 20.09 → 17.11 | Long | 80.0% | +4.38% | 1.51 | 15 |
| 19.09 → 17.11 | Long | 80.0% | +4.33% | 1.47 | 15 |
| 17.09 → 14.11 | Long | 80.0% | +4.22% | 1.67 | 15 |