Germany
Over 2011 to 2025 (15 years of data), EOANDEEUR has tended to move long between 07.10 and 16.10, closing higher in 80.0% of those years for an average +1.66% move and an annualized Sharpe of 1.75.
Best window
07.10 - 16.10
Direction
Long
Win rate
80.0%
Avg return
+1.66%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 16.10 | Long | 80.0% | +1.66% | 1.75 | 15 |
| 07.10 → 14.10 | Long | 73.3% | +1.56% | 2.00 | 15 |
| 07.10 → 17.10 | Long | 73.3% |
| +1.52% |
| 1.77 |
| 15 |
| 06.10 → 16.10 | Long | 73.3% | +1.50% | 1.39 | 15 |
| 07.10 → 18.10 | Long | 73.3% | +1.36% | 1.38 | 15 |
| 06.10 → 18.10 | Long | 73.3% | +1.19% | 1.09 | 15 |
| 09.10 → 16.10 | Long | 73.3% | +1.15% | 1.80 | 15 |
| 09.10 → 14.10 | Long | 73.3% | +1.04% | 2.26 | 15 |