Germany
Over 2011 to 2025 (15 years of data), LHADEEUR has tended to move long between 08.10 and 05.12, closing higher in 100.0% of those years for an average +15.94% move and an annualized Sharpe of 3.05.
Best window
08.10 - 05.12
Direction
Long
Win rate
100.0%
Avg return
+15.94%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 05.12 | Long | 100.0% | +15.94% | 3.05 | 15 |
| 10.10 → 05.12 | Long | 100.0% | +15.67% | 2.83 | 15 |
| 07.10 → 05.12 | Long | 100.0% |
| +15.59% |
| 2.97 |
| 15 |
| 06.10 → 05.12 | Long | 100.0% | +15.56% | 2.77 | 15 |
| 09.10 → 05.12 | Long | 100.0% | +15.36% | 2.99 | 15 |
| 08.10 → 04.12 | Long | 100.0% | +15.30% | 2.92 | 15 |
| 07.10 → 04.12 | Long | 100.0% | +14.97% | 2.81 | 15 |
| 06.10 → 04.12 | Long | 100.0% | +14.95% | 2.62 | 15 |