Germany
Over 2011 to 2025 (15 years of data), MUV2DEEUR has tended to move long between 05.10 and 04.12, closing higher in 93.3% of those years for an average +6.76% move and an annualized Sharpe of 2.79.
Best window
05.10 - 04.12
Direction
Long
Win rate
93.3%
Avg return
+6.76%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 04.12 | Long | 93.3% | +6.76% | 2.79 | 15 |
| 08.10 → 04.12 | Long | 93.3% | +6.66% | 2.27 | 15 |
| 08.10 → 03.12 | Long | 93.3% |
| +6.57% |
| 2.15 |
| 15 |
| 10.10 → 04.12 | Long | 93.3% | +6.29% | 2.22 | 15 |
| 09.10 → 04.12 | Long | 93.3% | +6.27% | 2.17 | 15 |
| 10.10 → 03.12 | Long | 93.3% | +6.20% | 2.08 | 15 |
| 09.10 → 03.12 | Long | 93.3% | +6.18% | 2.06 | 15 |
| 06.10 → 04.12 | Long | 93.3% | +6.04% | 2.51 | 15 |