Netherlands
Over 2011 to 2026 (16 years of data), AHNLEUR has tended to move long between 10.10 and 11.11, closing higher in 86.7% of those years for an average +4.95% move and an annualized Sharpe of 2.33.
Best window
10.10 - 11.11
Direction
Long
Win rate
86.7%
Avg return
+4.95%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 11.11 | Long | 86.7% | +4.95% | 2.33 | 15 |
| 10.10 → 12.11 | Long | 86.7% | +4.90% | 2.37 | 15 |
| 10.10 → 07.11 | Long | 86.7% |
| +4.23% |
| 2.54 |
| 15 |
| 11.10 → 12.11 | Long | 86.7% | +4.10% | 2.04 | 15 |
| 08.10 → 07.11 | Long | 86.7% | +4.08% | 2.38 | 15 |
| 09.10 → 07.11 | Long | 86.7% | +4.05% | 2.41 | 15 |
| 10.10 → 06.11 | Long | 86.7% | +4.02% | 2.59 | 15 |
| 08.10 → 06.11 | Long | 86.7% | +3.85% | 2.68 | 15 |