Belgium
Over 2011 to 2026 (16 years of data), BELGBEEUR has tended to move long between 08.10 and 01.12, closing higher in 73.3% of those years for an average +3.58% move and an annualized Sharpe of 1.10.
Best window
08.10 - 01.12
Direction
Long
Win rate
73.3%
Avg return
+3.58%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 01.12 | Long | 73.3% | +3.58% | 1.10 | 15 |
| 08.10 → 30.11 | Long | 73.3% | +3.48% | 1.02 | 15 |
| 08.10 → 02.12 | Long | 73.3% |
| +3.47% |
| 1.03 |
| 15 |
| 05.10 → 17.11 | Long | 73.3% | +3.03% | 1.08 | 15 |
| 07.10 → 17.11 | Long | 73.3% | +2.95% | 1.18 | 15 |
| 06.10 → 16.11 | Long | 73.3% | +2.91% | 1.14 | 15 |
| 07.10 → 16.11 | Long | 73.3% | +2.85% | 1.16 | 15 |
| 07.10 → 18.11 | Long | 73.3% | +2.77% | 1.05 | 15 |