Denmark
Over 2011 to 2025 (15 years of data), DANSKEDKDKK has tended to move long between 19.09 and 07.11, closing higher in 73.3% of those years for an average +2.68% move and an annualized Sharpe of 0.67.
Best window
19.09 - 07.11
Direction
Long
Win rate
73.3%
Avg return
+2.68%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.09 → 07.11 | Long | 73.3% | +2.68% | 0.67 | 15 |
| 15.09 → 05.11 | Long | 73.3% | +0.86% | 0.18 | 15 |
| 21.09 → 02.10 | Short | 73.3% |
| +0.60% |
| 0.48 |
| 15 |
| 21.09 → 24.09 | Short | 73.3% | +0.42% | 1.28 | 15 |
| 21.09 → 25.09 | Short | 73.3% | +0.21% | 0.48 | 15 |
| 17.09 → 05.11 | Long | 71.4% | +0.91% | 0.19 | 14 |
| 19.09 → 08.11 | Long | 66.7% | +2.59% | 0.60 | 15 |
| 20.09 → 07.11 | Long | 66.7% | +2.40% | 0.61 | 15 |