Finland
Over 2011 to 2025 (15 years of data), NES1VFIEUR has tended to move long between 05.10 and 08.11, closing higher in 73.3% of those years for an average +5.92% move and an annualized Sharpe of 1.06.
Best window
05.10 - 08.11
Direction
Long
Win rate
73.3%
Avg return
+5.92%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 08.11 | Long | 73.3% | +5.92% | 1.06 | 15 |
| 05.10 → 26.10 | Long | 73.3% | +5.80% | 1.48 | 15 |
| 09.10 → 05.11 | Long | 73.3% |
| +5.66% |
| 1.36 |
| 15 |
| 09.10 → 08.11 | Long | 73.3% | +5.24% | 1.12 | 15 |
| 09.10 → 26.10 | Long | 73.3% | +5.16% | 1.65 | 15 |
| 11.10 → 11.11 | Long | 73.3% | +5.04% | 1.10 | 15 |
| 10.10 → 08.11 | Long | 73.3% | +4.98% | 1.08 | 15 |
| 11.10 → 05.11 | Long | 73.3% | +4.97% | 1.32 | 15 |