Ireland
Over 2020 to 2025 (6 years of data), KRXIEEUR has tended to move long between 11.10 and 11.11, closing higher in 83.3% of those years for an average +6.97% move and an annualized Sharpe of 1.46.
Best window
11.10 - 11.11
Direction
Long
Win rate
83.3%
Avg return
+6.97%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 11.11 | Long | 83.3% | +6.97% | 1.46 | 6 |
| 10.10 → 15.10 | Long | 83.3% | +1.71% | 4.40 | 6 |
| 11.10 → 15.10 | Long | 83.3% |
| +1.36% |
| 3.00 |
| 6 |
| 11.10 → 14.10 | Long | 83.3% | +0.72% | 2.05 | 6 |
| 05.10 → 28.10 | Short | 83.3% | +0.66% | 0.30 | 6 |
| 05.10 → 27.10 | Short | 83.3% | +0.61% | 0.31 | 6 |
| 11.10 → 12.11 | Long | 66.7% | +5.77% | 1.36 | 6 |
| 10.10 → 09.12 | Long | 66.7% | +4.62% | 0.90 | 6 |