Germany
Over 2011 to 2025 (15 years of data), HEN3DEEUR has tended to move long between 05.10 and 30.11, closing higher in 73.3% of those years for an average +3.62% move and an annualized Sharpe of 0.94.
Best window
05.10 - 30.11
Direction
Long
Win rate
73.3%
Avg return
+3.62%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 30.11 | Long | 73.3% | +3.62% | 0.94 | 15 |
| 05.10 → 29.11 | Long | 73.3% | +3.44% | 0.94 | 15 |
| 11.10 → 11.11 | Long | 73.3% |
| +2.51% |
| 1.32 |
| 15 |
| 11.10 → 13.11 | Long | 73.3% | +2.31% | 1.12 | 15 |
| 11.10 → 12.11 | Long | 73.3% | +2.30% | 1.09 | 15 |
| 11.10 → 10.11 | Long | 73.3% | +1.58% | 0.99 | 15 |
| 11.10 → 07.11 | Long | 73.3% | +1.39% | 1.00 | 15 |
| 11.10 → 02.11 | Long | 73.3% | +0.96% | 0.81 | 15 |