Germany
Over 2022 to 2025 (4 years of data), COVDEEUR has tended to move short between 11.10 and 03.11, closing higher in 100.0% of those years for an average +1.86% move and an annualized Sharpe of 2.84.
Best window
11.10 - 03.11
Direction
Short
Win rate
100.0%
Avg return
+1.86%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 03.11 | Short | 100.0% | +1.86% | 2.84 | 4 |
| 07.10 → 01.12 | Long | 75.0% | +5.42% | 1.45 | 4 |
| 07.10 → 06.12 | Long | 75.0% |
| +5.17% |
| 1.42 |
| 4 |
| 06.10 → 01.12 | Long | 75.0% | +5.14% | 1.57 | 4 |
| 07.10 → 04.12 | Long | 75.0% | +4.74% | 1.24 | 4 |
| 05.10 → 01.12 | Long | 75.0% | +4.69% | 1.32 | 4 |
| 07.10 → 05.12 | Long | 75.0% | +4.65% | 1.20 | 4 |
| 08.10 → 21.10 | Long | 75.0% | +4.51% | 2.32 | 4 |