Germany
Over 2011 to 2025 (15 years of data), MRKDEEUR has tended to move long between 10.10 and 05.12, closing higher in 80.0% of those years for an average +6.60% move and an annualized Sharpe of 1.53.
Best window
10.10 - 05.12
Direction
Long
Win rate
80.0%
Avg return
+6.60%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 05.12 | Long | 80.0% | +6.60% | 1.53 | 15 |
| 08.10 → 05.12 | Long | 80.0% | +6.59% | 1.56 | 15 |
| 10.10 → 03.12 | Long | 80.0% |
| +6.57% |
| 1.63 |
| 15 |
| 11.10 → 29.11 | Long | 80.0% | +6.57% | 1.58 | 15 |
| 08.10 → 03.12 | Long | 80.0% | +6.56% | 1.65 | 15 |
| 11.10 → 30.11 | Long | 80.0% | +6.47% | 1.49 | 15 |
| 11.10 → 05.12 | Long | 80.0% | +6.43% | 1.52 | 15 |
| 11.10 → 02.12 | Long | 80.0% | +6.38% | 1.51 | 15 |