Netherlands
Over 2011 to 2025 (15 years of data), MTNLEUR has tended to move long between 11.10 and 07.12, closing higher in 86.7% of those years for an average +9.80% move and an annualized Sharpe of 1.06.
Best window
11.10 - 07.12
Direction
Long
Win rate
86.7%
Avg return
+9.80%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.12 | Long | 86.7% | +9.80% | 1.06 | 15 |
| 05.10 → 04.12 | Long | 80.0% | +11.31% | 1.17 | 15 |
| 05.10 → 02.12 | Long | 80.0% |
| +10.79% |
| 1.31 |
| 15 |
| 06.10 → 05.12 | Long | 80.0% | +10.60% | 1.13 | 15 |
| 06.10 → 04.12 | Long | 80.0% | +10.52% | 1.16 | 15 |
| 07.10 → 05.12 | Long | 80.0% | +10.48% | 1.11 | 15 |
| 07.10 → 04.12 | Long | 80.0% | +10.40% | 1.14 | 15 |
| 07.10 → 06.12 | Long | 80.0% | +10.32% | 1.04 | 15 |