Germany
Over 2011 to 2025 (15 years of data), CONDEEUR has tended to move long between 11.10 and 01.12, closing higher in 93.3% of those years for an average +8.70% move and an annualized Sharpe of 2.30.
Best window
11.10 - 01.12
Direction
Long
Win rate
93.3%
Avg return
+8.70%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 01.12 | Long | 93.3% | +8.70% | 2.30 | 15 |
| 06.10 → 25.11 | Long | 92.9% | +10.00% | 2.54 | 14 |
| 06.10 → 24.11 | Long | 92.9% |
| +9.67% |
| 2.41 |
| 14 |
| 06.10 → 26.11 | Long | 92.9% | +9.51% | 2.40 | 14 |
| 07.10 → 25.11 | Long | 92.9% | +9.50% | 2.44 | 14 |
| 07.10 → 24.11 | Long | 92.9% | +9.17% | 2.32 | 14 |
| 07.10 → 26.11 | Long | 92.9% | +8.99% | 2.34 | 14 |
| 08.10 → 26.11 | Long | 92.9% | +8.66% | 2.40 | 14 |