Germany
Over 2011 to 2025 (15 years of data), LINDEEUR has tended to move long between 17.09 and 06.11, closing higher in 83.3% of those years for an average +5.61% move and an annualized Sharpe of 2.00.
Best window
17.09 - 06.11
Direction
Long
Win rate
83.3%
Avg return
+5.61%
Sample
12 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.09 → 06.11 | Long | 83.3% | +5.61% | 2.00 | 12 |
| 20.09 → 06.11 | Long | 83.3% | +5.36% | 1.80 | 12 |
| 17.09 → 05.11 | Long | 83.3% |
| +5.34% |
| 1.94 |
| 12 |
| 15.09 → 05.11 | Long | 83.3% | +5.00% | 1.83 | 12 |
| 18.09 → 29.10 | Long | 83.3% | +4.91% | 1.78 | 12 |
| 16.09 → 05.11 | Long | 83.3% | +4.85% | 1.76 | 12 |
| 17.09 → 29.10 | Long | 83.3% | +4.73% | 1.76 | 12 |
| 20.09 → 29.10 | Long | 83.3% | +4.45% | 1.67 | 12 |