Europe
Over 2017 to 2025 (9 years of data), NLDIDXEUR has tended to move long between 11.10 and 02.12, closing higher in 88.9% of those years for an average +3.38% move and an annualized Sharpe of 1.61.
Best window
11.10 - 02.12
Direction
Long
Win rate
88.9%
Avg return
+3.38%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 02.12 | Long | 88.9% | +3.38% | 1.61 | 9 |
| 11.10 → 03.12 | Long | 88.9% | +3.16% | 1.54 | 9 |
| 11.10 → 11.11 | Long | 87.5% |
| +3.63% |
| 2.67 |
| 8 |
| 11.10 → 15.11 | Long | 87.5% | +3.59% | 2.05 | 8 |
| 11.10 → 14.11 | Long | 87.5% | +3.46% | 2.33 | 8 |
| 11.10 → 12.11 | Long | 87.5% | +3.40% | 2.33 | 8 |
| 11.10 → 27.11 | Long | 87.5% | +3.39% | 1.66 | 8 |
| 11.10 → 13.11 | Long | 87.5% | +3.37% | 2.22 | 8 |