Germany
Over 2011 to 2026 (16 years of data), BASDEEUR has tended to move long between 05.10 and 02.12, closing higher in 80.0% of those years for an average +5.37% move and an annualized Sharpe of 1.18.
Best window
05.10 - 02.12
Direction
Long
Win rate
80.0%
Avg return
+5.37%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 02.12 | Long | 80.0% | +5.37% | 1.18 | 15 |
| 05.10 → 30.11 | Long | 80.0% | +5.14% | 1.07 | 15 |
| 10.10 → 02.12 | Long | 80.0% |
| +4.97% |
| 1.36 |
| 15 |
| 05.10 → 24.11 | Long | 80.0% | +4.96% | 1.28 | 15 |
| 05.10 → 01.12 | Long | 80.0% | +4.89% | 1.12 | 15 |
| 05.10 → 25.11 | Long | 80.0% | +4.75% | 1.21 | 15 |
| 07.10 → 02.12 | Long | 80.0% | +4.75% | 1.23 | 15 |
| 10.10 → 30.11 | Long | 80.0% | +4.71% | 1.23 | 15 |