Netherlands
Over 2011 to 2026 (16 years of data), ASMLNLEUR has tended to move long between 11.10 and 18.11, closing higher in 86.7% of those years for an average +7.01% move and an annualized Sharpe of 1.59.
Best window
11.10 - 18.11
Direction
Long
Win rate
86.7%
Avg return
+7.01%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 18.11 | Long | 86.7% | +7.01% | 1.59 | 15 |
| 11.10 → 23.11 | Long | 86.7% | +6.83% | 1.55 | 15 |
| 11.10 → 19.11 | Long | 86.7% |
| +6.82% |
| 1.53 |
| 15 |
| 11.10 → 21.11 | Long | 86.7% | +6.45% | 1.44 | 15 |
| 11.10 → 14.11 | Long | 80.0% | +6.99% | 1.87 | 15 |
| 11.10 → 15.11 | Long | 80.0% | +6.74% | 1.60 | 15 |
| 11.10 → 17.11 | Long | 80.0% | +6.70% | 1.57 | 15 |
| 11.10 → 20.11 | Long | 80.0% | +6.66% | 1.46 | 15 |