Germany
Over 2011 to 2025 (15 years of data), DAIDEEUR has tended to move long between 10.10 and 18.10, closing higher in 86.7% of those years for an average +2.53% move and an annualized Sharpe of 3.91.
Best window
10.10 - 18.10
Direction
Long
Win rate
86.7%
Avg return
+2.53%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 18.10 | Long | 86.7% | +2.53% | 3.91 | 15 |
| 10.10 → 17.10 | Long | 85.7% | +2.44% | 4.19 | 14 |
| 10.10 → 05.12 | Long | 80.0% |
| +6.59% |
| 1.43 |
| 15 |
| 10.10 → 06.12 | Long | 80.0% | +6.21% | 1.30 | 15 |
| 09.10 → 06.12 | Long | 80.0% | +6.14% | 1.29 | 15 |
| 10.10 → 04.12 | Long | 80.0% | +6.00% | 1.39 | 15 |
| 10.10 → 03.12 | Long | 80.0% | +5.65% | 1.37 | 15 |
| 10.10 → 24.10 | Long | 80.0% | +3.58% | 2.43 | 15 |