Denmark
Over 2011 to 2025 (15 years of data), NOVOBDKDKK has tended to move long between 08.10 and 23.10, closing higher in 86.7% of those years for an average +1.78% move and an annualized Sharpe of 1.98.
Best window
08.10 - 23.10
Direction
Long
Win rate
86.7%
Avg return
+1.78%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 23.10 | Long | 86.7% | +1.78% | 1.98 | 15 |
| 07.10 → 24.10 | Long | 86.7% | +1.44% | 1.19 | 15 |
| 08.10 → 22.10 | Long | 85.7% |
| +1.75% |
| 1.99 |
| 14 |
| 10.10 → 24.10 | Long | 80.0% | +2.07% | 1.98 | 15 |
| 10.10 → 23.10 | Long | 80.0% | +2.04% | 2.14 | 15 |
| 10.10 → 22.10 | Long | 80.0% | +1.89% | 2.10 | 15 |
| 11.10 → 18.10 | Long | 80.0% | +1.87% | 3.69 | 15 |
| 12.10 → 25.10 | Long | 80.0% | +1.82% | 1.84 | 15 |