Germany
Over 2011 to 2025 (15 years of data), DB1DEEUR has tended to move short between 10.10 and 01.11, closing higher in 80.0% of those years for an average +1.63% move and an annualized Sharpe of 1.06.
Best window
10.10 - 01.11
Direction
Short
Win rate
80.0%
Avg return
+1.63%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 01.11 | Short | 80.0% | +1.63% | 1.06 | 15 |
| 11.10 → 01.11 | Short | 80.0% | +1.60% | 1.02 | 15 |
| 10.10 → 02.12 | Long | 73.3% |
| +3.49% |
| 1.26 |
| 15 |
| 09.10 → 02.12 | Long | 73.3% | +3.26% | 1.19 | 15 |
| 07.10 → 02.12 | Long | 73.3% | +3.09% | 1.04 | 15 |
| 10.10 → 01.12 | Long | 73.3% | +3.01% | 1.13 | 15 |
| 10.10 → 03.12 | Long | 73.3% | +2.81% | 1.00 | 15 |
| 09.10 → 03.12 | Long | 73.3% | +2.58% | 0.92 | 15 |