Germany
Over 2022 to 2026 (5 years of data), BNRDEEUR has tended to move short between 05.10 and 30.10, closing higher in 100.0% of those years for an average +6.92% move and an annualized Sharpe of 7.03.
Best window
05.10 - 30.10
Direction
Short
Win rate
100.0%
Avg return
+6.92%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 30.10 | Short | 100.0% | +6.92% | 7.03 | 4 |
| 06.10 → 30.10 | Short | 100.0% | +6.88% | 7.12 | 4 |
| 05.10 → 29.10 | Short | 100.0% |
| +6.87% |
| 7.24 |
| 4 |
| 06.10 → 29.10 | Short | 100.0% | +6.83% | 7.33 | 4 |
| 05.10 → 31.10 | Short | 100.0% | +6.76% | 6.14 | 4 |
| 06.10 → 31.10 | Short | 100.0% | +6.72% | 6.21 | 4 |
| 05.10 → 04.11 | Short | 100.0% | +6.59% | 4.41 | 4 |
| 06.10 → 04.11 | Short | 100.0% | +6.55% | 4.44 | 4 |