Germany
Over 2011 to 2025 (15 years of data), DB1DEEUR has tended to move short between 19.09 and 02.11, closing higher in 80.0% of those years for an average +2.76% move and an annualized Sharpe of 1.05.
Best window
19.09 - 02.11
Direction
Short
Win rate
80.0%
Avg return
+2.76%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.09 → 02.11 | Short | 80.0% | +2.76% | 1.05 | 15 |
| 21.09 → 02.11 | Short | 80.0% | +2.74% | 1.14 | 15 |
| 19.09 → 03.11 | Short | 80.0% |
| +2.68% |
| 1.12 |
| 15 |
| 21.09 → 03.11 | Short | 80.0% | +2.65% | 1.22 | 15 |
| 20.09 → 02.11 | Short | 80.0% | +2.57% | 1.02 | 15 |
| 20.09 → 03.11 | Short | 80.0% | +2.48% | 1.06 | 15 |
| 19.09 → 04.11 | Short | 80.0% | +2.42% | 1.13 | 15 |
| 21.09 → 04.11 | Short | 80.0% | +2.39% | 1.23 | 15 |