Germany
Over 2011 to 2026 (16 years of data), BAYNDEEUR has tended to move long between 08.10 and 11.10, closing higher in 73.3% of those years for an average +0.77% move and an annualized Sharpe of 1.92.
Best window
08.10 - 11.10
Direction
Long
Win rate
73.3%
Avg return
+0.77%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 11.10 | Long | 73.3% | +0.77% | 1.92 | 15 |
| 10.10 → 22.10 | Long | 73.3% | +0.70% | 0.64 | 15 |
| 07.10 → 11.10 | Long | 73.3% |
| +0.17% |
| 0.31 |
| 15 |
| 10.10 → 12.11 | Long | 66.7% | +1.67% | 0.48 | 15 |
| 10.10 → 13.11 | Long | 66.7% | +1.54% | 0.41 | 15 |
| 08.10 → 12.11 | Long | 66.7% | +1.39% | 0.35 | 15 |
| 09.10 → 12.11 | Long | 66.7% | +1.34% | 0.34 | 15 |
| 10.10 → 09.12 | Long | 66.7% | +1.28% | 0.17 | 15 |