Germany
Over 2011 to 2025 (15 years of data), CONDEEUR has tended to move short between 15.09 and 25.09, closing higher in 80.0% of those years for an average +5.61% move and an annualized Sharpe of 4.14.
Best window
15.09 - 25.09
Direction
Short
Win rate
80.0%
Avg return
+5.61%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 25.09 | Short | 80.0% | +5.61% | 4.14 | 15 |
| 16.09 → 25.09 | Short | 80.0% | +5.39% | 4.38 | 15 |
| 15.09 → 24.09 | Short | 80.0% |
| +5.37% |
| 3.84 |
| 15 |
| 15.09 → 26.09 | Short | 80.0% | +5.20% | 3.39 | 15 |
| 16.09 → 24.09 | Short | 80.0% | +5.14% | 4.10 | 15 |
| 16.09 → 26.09 | Short | 80.0% | +4.97% | 3.50 | 15 |
| 16.09 → 29.09 | Short | 80.0% | +4.27% | 2.46 | 15 |
| 16.09 → 30.09 | Short | 80.0% | +4.27% | 2.38 | 15 |