Denmark
Over 2011 to 2025 (15 years of data), MAERSKBDKDKK has tended to move short between 21.09 and 04.10, closing higher in 86.7% of those years for an average +3.05% move and an annualized Sharpe of 2.81.
Best window
21.09 - 04.10
Direction
Short
Win rate
86.7%
Avg return
+3.05%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.09 → 04.10 | Short | 86.7% | +3.05% | 2.81 | 15 |
| 15.09 → 04.10 | Short | 80.0% | +3.79% | 2.80 | 15 |
| 21.09 → 09.10 | Short | 80.0% |
| +2.48% |
| 1.54 |
| 15 |
| 20.09 → 26.09 | Short | 80.0% | +1.79% | 3.93 | 15 |
| 15.09 → 06.10 | Short | 73.3% | +3.46% | 2.43 | 15 |
| 15.09 → 05.10 | Short | 73.3% | +3.40% | 2.51 | 15 |
| 16.09 → 04.10 | Short | 73.3% | +3.39% | 2.22 | 15 |
| 16.09 → 10.10 | Short | 73.3% | +3.25% | 1.57 | 15 |