Germany
Over 2011 to 2025 (15 years of data), DBKDEEUR has tended to move long between 08.10 and 07.12, closing higher in 86.7% of those years for an average +8.34% move and an annualized Sharpe of 1.16.
Best window
08.10 - 07.12
Direction
Long
Win rate
86.7%
Avg return
+8.34%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 07.12 | Long | 86.7% | +8.34% | 1.16 | 15 |
| 06.10 → 09.11 | Long | 86.7% | +4.14% | 1.34 | 15 |
| 09.10 → 07.12 | Long | 80.0% |
| +8.27% |
| 1.17 |
| 15 |
| 09.10 → 08.12 | Long | 80.0% | +8.02% | 1.01 | 15 |
| 09.10 → 06.12 | Long | 80.0% | +7.75% | 1.17 | 15 |
| 10.10 → 04.12 | Long | 80.0% | +7.58% | 1.26 | 15 |
| 10.10 → 03.12 | Long | 80.0% | +7.56% | 1.29 | 15 |
| 10.10 → 02.12 | Long | 80.0% | +7.41% | 1.40 | 15 |