Netherlands
Over 2011 to 2025 (15 years of data), DSMNLEUR has tended to move long between 11.10 and 11.11, closing higher in 80.0% of those years for an average +4.87% move and an annualized Sharpe of 1.96.
Best window
11.10 - 11.11
Direction
Long
Win rate
80.0%
Avg return
+4.87%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 11.11 | Long | 80.0% | +4.87% | 1.96 | 15 |
| 11.10 → 12.11 | Long | 80.0% | +4.60% | 1.78 | 15 |
| 06.10 → 12.11 | Long | 80.0% |
| +4.03% |
| 1.22 |
| 15 |
| 07.10 → 12.11 | Long | 80.0% | +3.90% | 1.21 | 15 |
| 07.10 → 13.11 | Long | 80.0% | +3.68% | 1.13 | 15 |
| 11.10 → 06.11 | Long | 80.0% | +3.45% | 1.85 | 15 |
| 11.10 → 05.11 | Long | 80.0% | +2.71% | 1.73 | 15 |
| 08.10 → 18.10 | Long | 80.0% | +1.22% | 1.60 | 15 |