Bonds
Over 2016 to 2026 (11 years of data), BUNDTREUR has tended to move long between 08.10 and 28.11, closing higher in 80.0% of those years for an average +0.79% move and an annualized Sharpe of 1.32.
Best window
08.10 - 28.11
Direction
Long
Win rate
80.0%
Avg return
+0.79%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 28.11 | Long | 80.0% | +0.79% | 1.32 | 10 |
| 08.10 → 26.11 | Long | 80.0% | +0.78% | 1.38 | 10 |
| 08.10 → 27.11 | Long | 80.0% |
| +0.77% |
| 1.34 |
| 10 |
| 09.10 → 28.11 | Long | 80.0% | +0.74% | 1.18 | 10 |
| 09.10 → 26.11 | Long | 80.0% | +0.73% | 1.24 | 10 |
| 09.10 → 27.11 | Long | 80.0% | +0.71% | 1.20 | 10 |
| 10.10 → 28.11 | Long | 80.0% | +0.69% | 1.30 | 10 |
| 10.10 → 26.11 | Long | 80.0% | +0.68% | 1.34 | 10 |