Germany
Over 2022 to 2025 (4 years of data), HFGDEEUR has tended to move short between 05.10 and 21.10, closing higher in 100.0% of those years for an average +7.32% move and an annualized Sharpe of 8.54.
Best window
05.10 - 21.10
Direction
Short
Win rate
100.0%
Avg return
+7.32%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 21.10 | Short | 100.0% | +7.32% | 8.54 | 4 |
| 05.10 → 20.10 | Short | 100.0% | +7.04% | 8.53 | 4 |
| 05.10 → 19.10 | Short | 100.0% |
| +6.97% |
| 9.83 |
| 4 |
| 06.10 → 21.10 | Short | 100.0% | +6.30% | 8.86 | 4 |
| 06.10 → 20.10 | Short | 100.0% | +6.03% | 9.91 | 4 |
| 06.10 → 19.10 | Short | 100.0% | +5.93% | 7.73 | 4 |
| 05.10 → 18.10 | Short | 100.0% | +5.31% | 8.66 | 4 |
| 05.10 → 17.10 | Short | 100.0% | +4.68% | 7.30 | 4 |