Germany
Over 2011 to 2025 (15 years of data), HEIDEEUR has tended to move long between 09.10 and 30.11, closing higher in 86.7% of those years for an average +8.57% move and an annualized Sharpe of 1.80.
Best window
09.10 - 30.11
Direction
Long
Win rate
86.7%
Avg return
+8.57%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 30.11 | Long | 86.7% | +8.57% | 1.80 | 15 |
| 08.10 → 30.11 | Long | 86.7% | +8.42% | 1.71 | 15 |
| 10.10 → 30.11 | Long | 86.7% |
| +8.33% |
| 1.84 |
| 15 |
| 06.10 → 30.11 | Long | 86.7% | +8.26% | 1.86 | 15 |
| 09.10 → 11.11 | Long | 86.7% | +7.96% | 2.27 | 15 |
| 09.10 → 13.11 | Long | 86.7% | +7.94% | 2.28 | 15 |
| 08.10 → 12.11 | Long | 86.7% | +7.85% | 2.20 | 15 |
| 10.10 → 12.11 | Long | 86.7% | +7.79% | 2.35 | 15 |