Germany
Over 2011 to 2025 (15 years of data), MUV2DEEUR has tended to move long between 08.10 and 04.12, closing higher in 93.3% of those years for an average +6.66% move and an annualized Sharpe of 2.27.
Best window
08.10 - 04.12
Direction
Long
Win rate
93.3%
Avg return
+6.66%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 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 |
| 12.10 → 04.12 | Long | 93.3% | +6.20% | 1.98 | 15 |
| 09.10 → 03.12 | Long | 93.3% | +6.18% | 2.06 | 15 |
| 12.10 → 05.12 | Long | 93.3% | +6.13% | 1.89 | 15 |