Germany
Over 2022 to 2025 (4 years of data), MTXDEEUR has tended to move long between 21.09 and 09.11, closing higher in 100.0% of those years for an average +12.20% move and an annualized Sharpe of 5.33.
Best window
21.09 - 09.11
Direction
Long
Win rate
100.0%
Avg return
+12.20%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.09 → 09.11 | Long | 100.0% | +12.20% | 5.33 | 4 |
| 21.09 → 10.11 | Long | 100.0% | +11.95% | 5.29 | 4 |
| 21.09 → 08.11 | Long | 100.0% |
| +11.87% |
| 5.31 |
| 4 |
| 21.09 → 28.10 | Long | 100.0% | +11.76% | 6.05 | 4 |
| 21.09 → 11.11 | Long | 100.0% | +11.60% | 4.83 | 4 |
| 21.09 → 06.11 | Long | 100.0% | +11.58% | 4.37 | 4 |
| 19.09 → 09.11 | Long | 100.0% | +11.54% | 4.54 | 4 |
| 21.09 → 05.11 | Long | 100.0% | +11.40% | 4.95 | 4 |