Netherlands
Over 2011 to 2025 (15 years of data), ASMLNLEUR has tended to move long between 18.09 and 14.11, closing higher in 80.0% of those years for an average +7.05% move and an annualized Sharpe of 1.73.
Best window
18.09 - 14.11
Direction
Long
Win rate
80.0%
Avg return
+7.05%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.09 → 14.11 | Long | 80.0% | +7.05% | 1.73 | 15 |
| 16.09 → 14.11 | Long | 80.0% | +6.29% | 1.46 | 15 |
| 19.09 → 18.11 | Long | 80.0% |
| +6.21% |
| 1.35 |
| 15 |
| 19.09 → 14.11 | Long | 80.0% | +6.20% | 1.60 | 15 |
| 20.09 → 18.11 | Long | 80.0% | +6.10% | 1.34 | 15 |
| 20.09 → 14.11 | Long | 80.0% | +6.09% | 1.59 | 15 |
| 21.09 → 18.11 | Long | 80.0% | +6.07% | 1.29 | 15 |
| 19.09 → 17.11 | Long | 80.0% | +5.92% | 1.31 | 15 |