Denmark
Over 2011 to 2025 (15 years of data), DANSKEDKDKK has tended to move long between 10.10 and 05.12, closing higher in 80.0% of those years for an average +6.01% move and an annualized Sharpe of 1.08.
Best window
10.10 - 05.12
Direction
Long
Win rate
80.0%
Avg return
+6.01%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 05.12 | Long | 80.0% | +6.01% | 1.08 | 15 |
| 10.10 → 07.12 | Long | 73.3% | +5.80% | 1.03 | 15 |
| 09.10 → 05.12 | Long | 73.3% |
| +5.43% |
| 0.96 |
| 15 |
| 08.10 → 05.12 | Long | 73.3% | +5.40% | 0.92 | 15 |
| 05.10 → 02.12 | Long | 73.3% | +5.06% | 0.89 | 15 |
| 05.10 → 30.11 | Long | 73.3% | +4.51% | 0.82 | 15 |
| 05.10 → 28.11 | Long | 73.3% | +4.47% | 0.84 | 15 |
| 05.10 → 24.11 | Long | 73.3% | +4.23% | 0.81 | 15 |