Germany
Over 2011 to 2025 (15 years of data), LXSDEEUR has tended to move long between 11.10 and 22.10, closing higher in 80.0% of those years for an average +1.90% move and an annualized Sharpe of 1.91.
Best window
11.10 - 22.10
Direction
Long
Win rate
80.0%
Avg return
+1.90%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 22.10 | Long | 80.0% | +1.90% | 1.91 | 15 |
| 11.10 → 28.10 | Long | 80.0% | +1.67% | 0.91 | 15 |
| 11.10 → 03.11 | Long | 73.3% |
| +2.66% |
| 1.53 |
| 15 |
| 08.10 → 27.10 | Long | 73.3% | +2.18% | 0.94 | 15 |
| 09.10 → 27.10 | Long | 73.3% | +2.13% | 0.95 | 15 |
| 11.10 → 27.10 | Long | 73.3% | +2.07% | 1.25 | 15 |
| 08.10 → 28.10 | Long | 73.3% | +1.78% | 0.71 | 15 |
| 09.10 → 28.10 | Long | 73.3% | +1.73% | 0.72 | 15 |