Germany
Over 2011 to 2025 (15 years of data), MRKDEEUR has tended to move long between 12.10 and 29.11, closing higher in 80.0% of those years for an average +6.91% move and an annualized Sharpe of 1.62.
Best window
12.10 - 29.11
Direction
Long
Win rate
80.0%
Avg return
+6.91%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 29.11 | Long | 80.0% | +6.91% | 1.62 | 15 |
| 12.10 → 30.11 | Long | 80.0% | +6.80% | 1.53 | 15 |
| 12.10 → 05.12 | Long | 80.0% |
| +6.76% |
| 1.57 |
| 15 |
| 12.10 → 03.12 | Long | 80.0% | +6.74% | 1.64 | 15 |
| 12.10 → 02.12 | Long | 80.0% | +6.71% | 1.54 | 15 |
| 12.10 → 01.12 | Long | 80.0% | +6.67% | 1.48 | 15 |
| 10.10 → 05.12 | Long | 80.0% | +6.60% | 1.53 | 15 |
| 08.10 → 05.12 | Long | 80.0% | +6.59% | 1.56 | 15 |