Europe
Over 2014 to 2025 (12 years of data), EUSIDXEUR has tended to move long between 13.10 and 08.11, closing higher in 91.7% of those years for an average +3.41% move and an annualized Sharpe of 2.74.
Best window
13.10 - 08.11
Direction
Long
Win rate
91.7%
Avg return
+3.41%
Sample
12 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.10 → 08.11 | Long | 91.7% | +3.41% | 2.74 | 12 |
| 11.10 → 08.11 | Long | 90.9% | +3.58% | 2.89 | 11 |
| 08.10 → 07.12 | Long | 83.3% |
| +4.49% |
| 1.52 |
| 12 |
| 13.10 → 02.12 | Long | 83.3% | +4.46% | 1.72 | 12 |
| 13.10 → 01.12 | Long | 83.3% | +4.38% | 1.67 | 12 |
| 09.10 → 07.12 | Long | 83.3% | +4.25% | 1.47 | 12 |
| 08.10 → 06.12 | Long | 83.3% | +4.24% | 1.46 | 12 |
| 09.10 → 08.12 | Long | 83.3% | +4.23% | 1.42 | 12 |