Germany
Over 2011 to 2025 (15 years of data), DPWDEEUR has tended to move long between 11.10 and 01.12, closing higher in 86.7% of those years for an average +7.55% move and an annualized Sharpe of 2.31.
Best window
11.10 - 01.12
Direction
Long
Win rate
86.7%
Avg return
+7.55%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 01.12 | Long | 86.7% | +7.55% | 2.31 | 15 |
| 11.10 → 29.11 | Long | 86.7% | +7.27% | 2.28 | 15 |
| 12.10 → 01.12 | Long | 86.7% |
| +7.25% |
| 2.27 |
| 15 |
| 12.10 → 29.11 | Long | 86.7% | +6.97% | 2.24 | 15 |
| 11.10 → 28.11 | Long | 86.7% | +6.81% | 2.16 | 15 |
| 11.10 → 27.11 | Long | 86.7% | +6.59% | 2.12 | 15 |
| 12.10 → 28.11 | Long | 86.7% | +6.52% | 2.10 | 15 |
| 12.10 → 27.11 | Long | 86.7% | +6.29% | 2.07 | 15 |