Germany
Over 2011 to 2025 (15 years of data), LINDEEUR has tended to move long between 11.10 and 30.11, closing higher in 100.0% of those years for an average +6.61% move and an annualized Sharpe of 4.15.
Best window
11.10 - 30.11
Direction
Long
Win rate
100.0%
Avg return
+6.61%
Sample
12 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 30.11 | Long | 100.0% | +6.61% | 4.15 | 12 |
| 10.10 → 27.11 | Long | 100.0% | +6.60% | 3.08 | 12 |
| 09.10 → 27.11 | Long | 100.0% |
| +6.56% |
| 2.87 |
| 12 |
| 10.10 → 30.11 | Long | 100.0% | +6.56% | 3.87 | 12 |
| 10.10 → 26.11 | Long | 100.0% | +6.48% | 2.96 | 12 |
| 08.10 → 27.11 | Long | 100.0% | +6.26% | 2.74 | 12 |
| 11.10 → 29.11 | Long | 100.0% | +6.24% | 3.25 | 12 |
| 10.10 → 29.11 | Long | 100.0% | +6.17% | 3.24 | 12 |