Ireland
Over 2020 to 2025 (6 years of data), CRGIEEUR has tended to move long between 05.10 and 25.11, closing higher in 100.0% of those years for an average +13.76% move and an annualized Sharpe of 11.33.
Best window
05.10 - 25.11
Direction
Long
Win rate
100.0%
Avg return
+13.76%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 25.11 | Long | 100.0% | +13.76% | 11.33 | 3 |
| 07.10 → 25.11 | Long | 100.0% | +13.24% | 24.19 | 3 |
| 09.10 → 25.11 | Long | 100.0% |
| +13.11% |
| 5.96 |
| 3 |
| 06.10 → 25.11 | Long | 100.0% | +13.08% | 13.33 | 3 |
| 05.10 → 24.11 | Long | 100.0% | +13.02% | 17.54 | 3 |
| 10.10 → 25.11 | Long | 100.0% | +12.77% | 5.41 | 3 |
| 07.10 → 24.11 | Long | 100.0% | +12.53% | 12.79 | 3 |
| 09.10 → 24.11 | Long | 100.0% | +12.45% | 4.73 | 3 |