Germany
Over 2011 to 2026 (16 years of data), BMWDEEUR has tended to move long between 11.10 and 07.12, closing higher in 86.7% of those years for an average +9.47% move and an annualized Sharpe of 2.48.
Best window
11.10 - 07.12
Direction
Long
Win rate
86.7%
Avg return
+9.47%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.12 | Long | 86.7% | +9.47% | 2.48 | 15 |
| 10.10 → 07.12 | Long | 86.7% | +9.30% | 2.46 | 15 |
| 09.10 → 07.12 | Long | 86.7% |
| +9.28% |
| 2.44 |
| 15 |
| 11.10 → 08.12 | Long | 86.7% | +9.13% | 2.33 | 15 |
| 11.10 → 06.12 | Long | 86.7% | +9.07% | 2.31 | 15 |
| 11.10 → 09.12 | Long | 86.7% | +9.07% | 2.28 | 15 |
| 10.10 → 08.12 | Long | 86.7% | +8.95% | 2.30 | 15 |
| 09.10 → 08.12 | Long | 86.7% | +8.94% | 2.29 | 15 |