Germany
Over 2011 to 2026 (16 years of data), CBKDEEUR has tended to move long between 10.10 and 12.11, closing higher in 80.0% of those years for an average +5.92% move and an annualized Sharpe of 1.74.
Best window
10.10 - 12.11
Direction
Long
Win rate
80.0%
Avg return
+5.92%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 12.11 | Long | 80.0% | +5.92% | 1.74 | 15 |
| 10.10 → 13.11 | Long | 80.0% | +5.78% | 1.81 | 15 |
| 09.10 → 13.11 | Long | 80.0% |
| +5.55% |
| 1.67 |
| 15 |
| 10.10 → 11.11 | Long | 80.0% | +5.37% | 1.94 | 15 |
| 10.10 → 08.11 | Long | 80.0% | +5.24% | 2.07 | 15 |
| 09.10 → 08.11 | Long | 80.0% | +5.01% | 1.88 | 15 |
| 10.10 → 10.11 | Long | 80.0% | +5.00% | 1.76 | 15 |
| 13.10 → 12.11 | Long | 80.0% | +4.98% | 1.53 | 15 |