Germany
Over 2011 to 2026 (16 years of data), ALVDEEUR has tended to move long between 06.10 and 05.12, closing higher in 93.3% of those years for an average +8.23% move and an annualized Sharpe of 2.58.
Best window
06.10 - 05.12
Direction
Long
Win rate
93.3%
Avg return
+8.23%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 05.12 | Long | 93.3% | +8.23% | 2.58 | 15 |
| 08.10 → 07.12 | Long | 93.3% | +8.14% | 2.15 | 15 |
| 06.10 → 04.12 | Long | 93.3% |
| +7.99% |
| 2.63 |
| 15 |
| 08.10 → 06.12 | Long | 93.3% | +7.98% | 2.15 | 15 |
| 06.10 → 02.12 | Long | 93.3% | +7.97% | 2.55 | 15 |
| 07.10 → 06.12 | Long | 93.3% | +7.97% | 2.20 | 15 |
| 06.10 → 03.12 | Long | 93.3% | +7.87% | 2.49 | 15 |
| 08.10 → 05.12 | Long | 93.3% | +7.86% | 2.35 | 15 |