Germany
Over 2011 to 2025 (15 years of data), IFXDEEUR has tended to move long between 12.10 and 04.12, closing higher in 100.0% of those years for an average +11.66% move and an annualized Sharpe of 2.40.
Best window
12.10 - 04.12
Direction
Long
Win rate
100.0%
Avg return
+11.66%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 04.12 | Long | 100.0% | +11.66% | 2.40 | 15 |
| 12.10 → 03.12 | Long | 100.0% | +11.33% | 2.45 | 15 |
| 11.10 → 07.12 | Long | 93.3% |
| +13.13% |
| 2.72 |
| 15 |
| 11.10 → 08.12 | Long | 93.3% | +13.00% | 2.67 | 15 |
| 11.10 → 06.12 | Long | 93.3% | +12.84% | 2.65 | 15 |
| 12.10 → 07.12 | Long | 93.3% | +12.75% | 2.58 | 15 |
| 10.10 → 07.12 | Long | 93.3% | +12.54% | 2.59 | 15 |
| 09.10 → 07.12 | Long | 93.3% | +12.45% | 2.47 | 15 |