Germany
Over 2011 to 2025 (15 years of data), FREDEEUR has tended to move short between 16.09 and 07.10, closing higher in 86.7% of those years for an average +3.17% move and an annualized Sharpe of 1.81.
Best window
16.09 - 07.10
Direction
Short
Win rate
86.7%
Avg return
+3.17%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.09 → 07.10 | Short | 86.7% | +3.17% | 1.81 | 15 |
| 17.09 → 16.10 | Short | 86.7% | +2.99% | 1.19 | 15 |
| 16.09 → 17.10 | Short | 80.0% |
| +3.38% |
| 1.41 |
| 15 |
| 17.09 → 17.10 | Short | 80.0% | +3.36% | 1.44 | 15 |
| 15.09 → 17.10 | Short | 80.0% | +3.22% | 1.34 | 15 |
| 16.09 → 13.10 | Short | 80.0% | +3.20% | 1.31 | 15 |
| 17.09 → 13.10 | Short | 80.0% | +3.19% | 1.36 | 15 |
| 17.09 → 07.10 | Short | 80.0% | +3.16% | 1.91 | 15 |