Germany
Over 2011 to 2025 (15 years of data), FREDEEUR has tended to move long between 11.10 and 24.10, closing higher in 73.3% of those years for an average +1.16% move and an annualized Sharpe of 0.76.
Best window
11.10 - 24.10
Direction
Long
Win rate
73.3%
Avg return
+1.16%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 24.10 | Long | 73.3% | +1.16% | 0.76 | 15 |
| 11.10 → 25.10 | Long | 73.3% | +1.13% | 0.70 | 15 |
| 10.10 → 13.10 | Short | 73.3% |
| +1.01% |
| 3.52 |
| 15 |
| 08.10 → 27.10 | Long | 73.3% | +0.96% | 0.43 | 15 |
| 08.10 → 24.10 | Long | 73.3% | +0.67% | 0.38 | 15 |
| 11.10 → 21.10 | Long | 73.3% | +0.60% | 0.50 | 15 |
| 11.10 → 20.10 | Long | 73.3% | +0.58% | 0.54 | 15 |
| 11.10 → 19.10 | Long | 73.3% | +0.56% | 0.62 | 15 |