Germany
Over 2022 to 2025 (4 years of data), MTXDEEUR has tended to move long between 11.10 and 24.10, closing higher in 100.0% of those years for an average +6.12% move and an annualized Sharpe of 5.75.
Best window
11.10 - 24.10
Direction
Long
Win rate
100.0%
Avg return
+6.12%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 24.10 | Long | 100.0% | +6.12% | 5.75 | 4 |
| 08.10 → 06.12 | Long | 75.0% | +12.17% | 1.83 | 4 |
| 07.10 → 06.12 | Long | 75.0% |
| +11.97% |
| 1.81 |
| 4 |
| 08.10 → 04.12 | Long | 75.0% | +11.86% | 1.72 | 4 |
| 08.10 → 05.12 | Long | 75.0% | +11.71% | 1.74 | 4 |
| 07.10 → 04.12 | Long | 75.0% | +11.67% | 1.70 | 4 |
| 08.10 → 07.12 | Long | 75.0% | +11.62% | 1.77 | 4 |
| 09.10 → 06.12 | Long | 75.0% | +11.55% | 1.70 | 4 |