Belgium
Over 2011 to 2025 (15 years of data), KBCBEEUR has tended to move long between 10.10 and 14.11, closing higher in 80.0% of those years for an average +2.50% move and an annualized Sharpe of 0.59.
Best window
10.10 - 14.11
Direction
Long
Win rate
80.0%
Avg return
+2.50%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 14.11 | Long | 80.0% | +2.50% | 0.59 | 15 |
| 10.10 → 11.11 | Long | 80.0% | +2.41% | 0.65 | 15 |
| 07.10 → 17.10 | Short | 80.0% |
| +2.11% |
| 2.04 |
| 15 |
| 07.10 → 15.10 | Short | 80.0% | +2.10% | 2.22 | 15 |
| 07.10 → 14.10 | Short | 80.0% | +1.86% | 3.33 | 15 |
| 07.10 → 13.10 | Short | 80.0% | +1.83% | 4.02 | 15 |
| 10.10 → 10.11 | Long | 80.0% | +1.68% | 0.42 | 15 |
| 07.10 → 12.10 | Short | 80.0% | +1.45% | 3.59 | 15 |