Netherlands
Over 2011 to 2025 (15 years of data), KPNNLEUR has tended to move long between 08.10 and 14.10, closing higher in 80.0% of those years for an average +1.23% move and an annualized Sharpe of 1.86.
Best window
08.10 - 14.10
Direction
Long
Win rate
80.0%
Avg return
+1.23%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 14.10 | Long | 80.0% | +1.23% | 1.86 | 15 |
| 10.10 → 18.10 | Long | 80.0% | +1.20% | 2.15 | 15 |
| 08.10 → 16.10 | Long | 80.0% |
| +1.16% |
| 1.42 |
| 15 |
| 08.10 → 13.10 | Long | 80.0% | +1.11% | 2.02 | 15 |
| 09.10 → 16.10 | Long | 80.0% | +1.11% | 1.69 | 15 |
| 10.10 → 17.10 | Long | 80.0% | +1.06% | 1.91 | 15 |
| 10.10 → 16.10 | Long | 80.0% | +1.01% | 2.23 | 15 |
| 08.10 → 15.10 | Long | 80.0% | +0.97% | 1.31 | 15 |