Germany
Over 2011 to 2025 (15 years of data), ALVDEEUR has tended to move long between 20.09 and 18.11, closing higher in 80.0% of those years for an average +6.82% move and an annualized Sharpe of 1.99.
Best window
20.09 - 18.11
Direction
Long
Win rate
80.0%
Avg return
+6.82%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.09 → 18.11 | Long | 80.0% | +6.82% | 1.99 | 15 |
| 20.09 → 17.11 | Long | 80.0% | +6.79% | 2.00 | 15 |
| 20.09 → 14.11 | Long | 80.0% |
| +6.73% |
| 1.92 |
| 15 |
| 15.09 → 11.11 | Long | 80.0% | +6.64% | 1.89 | 15 |
| 20.09 → 11.11 | Long | 80.0% | +6.64% | 1.90 | 15 |
| 21.09 → 14.11 | Long | 80.0% | +6.62% | 1.94 | 15 |
| 20.09 → 15.11 | Long | 80.0% | +6.50% | 1.95 | 15 |
| 20.09 → 13.11 | Long | 80.0% | +6.47% | 1.86 | 15 |