Germany
Over 2011 to 2025 (15 years of data), DTEDEEUR has tended to move long between 09.10 and 17.11, closing higher in 80.0% of those years for an average +2.68% move and an annualized Sharpe of 1.05.
Best window
09.10 - 17.11
Direction
Long
Win rate
80.0%
Avg return
+2.68%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 17.11 | Long | 80.0% | +2.68% | 1.05 | 15 |
| 09.10 → 16.11 | Long | 80.0% | +2.29% | 0.93 | 15 |
| 10.10 → 29.11 | Long | 73.3% |
| +4.61% |
| 1.24 |
| 15 |
| 09.10 → 29.11 | Long | 73.3% | +4.59% | 1.27 | 15 |
| 09.10 → 28.11 | Long | 73.3% | +4.43% | 1.17 | 15 |
| 08.10 → 29.11 | Long | 73.3% | +4.42% | 1.18 | 15 |
| 08.10 → 28.11 | Long | 73.3% | +4.26% | 1.09 | 15 |
| 10.10 → 27.11 | Long | 73.3% | +4.25% | 1.13 | 15 |