Netherlands
Over 2016 to 2025 (10 years of data), INGANLEUR has tended to move long between 09.10 and 24.11, closing higher in 80.0% of those years for an average +8.51% move and an annualized Sharpe of 1.59.
Best window
09.10 - 24.11
Direction
Long
Win rate
80.0%
Avg return
+8.51%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 24.11 | Long | 80.0% | +8.51% | 1.59 | 10 |
| 05.10 → 12.11 | Long | 80.0% | +8.44% | 2.11 | 10 |
| 09.10 → 25.11 | Long | 80.0% |
| +8.30% |
| 1.59 |
| 10 |
| 05.10 → 13.11 | Long | 80.0% | +8.14% | 2.00 | 10 |
| 05.10 → 10.11 | Long | 80.0% | +8.07% | 2.17 | 10 |
| 05.10 → 11.11 | Long | 80.0% | +7.90% | 2.20 | 10 |
| 09.10 → 17.11 | Long | 80.0% | +7.43% | 1.94 | 10 |
| 09.10 → 18.11 | Long | 80.0% | +7.40% | 1.78 | 10 |