Germany
Over 2022 to 2025 (4 years of data), DHRDEEUR has tended to move short between 05.10 and 21.10, closing higher in 100.0% of those years for an average +8.63% move and an annualized Sharpe of 6.52.
Best window
05.10 - 21.10
Direction
Short
Win rate
100.0%
Avg return
+8.63%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 21.10 | Short | 100.0% | +8.63% | 6.52 | 4 |
| 10.10 → 06.11 | Short | 100.0% | +8.42% | 3.36 | 3 |
| 10.10 → 31.10 | Short | 100.0% |
| +8.18% |
| 8.22 |
| 4 |
| 09.10 → 31.10 | Short | 100.0% | +8.03% | 6.95 | 4 |
| 07.10 → 21.10 | Short | 100.0% | +7.94% | 7.26 | 4 |
| 11.10 → 31.10 | Short | 100.0% | +7.90% | 4.11 | 4 |
| 06.10 → 21.10 | Short | 100.0% | +7.55% | 7.35 | 4 |
| 05.10 → 17.10 | Short | 100.0% | +6.77% | 6.30 | 4 |