Netherlands
Over 2011 to 2025 (15 years of data), HEIANLEUR has tended to move long between 09.10 and 18.10, closing higher in 80.0% of those years for an average +1.62% move and an annualized Sharpe of 2.68.
Best window
09.10 - 18.10
Direction
Long
Win rate
80.0%
Avg return
+1.62%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 18.10 | Long | 80.0% | +1.62% | 2.68 | 15 |
| 10.10 → 18.10 | Long | 80.0% | +1.45% | 2.78 | 15 |
| 07.10 → 21.10 | Long | 80.0% |
| +1.42% |
| 1.94 |
| 15 |
| 09.10 → 11.11 | Long | 73.3% | +2.30% | 0.99 | 15 |
| 07.10 → 14.11 | Long | 73.3% | +2.28% | 0.78 | 15 |
| 11.10 → 07.12 | Long | 73.3% | +2.28% | 0.75 | 15 |
| 09.10 → 14.11 | Long | 73.3% | +2.25% | 0.90 | 15 |
| 05.10 → 14.11 | Long | 73.3% | +2.24% | 0.69 | 15 |