Finland
Over 2011 to 2025 (15 years of data), NRE1VFIEUR has tended to move long between 07.10 and 22.10, closing higher in 80.0% of those years for an average +2.63% move and an annualized Sharpe of 1.37.
Best window
07.10 - 22.10
Direction
Long
Win rate
80.0%
Avg return
+2.63%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 22.10 | Long | 80.0% | +2.63% | 1.37 | 15 |
| 08.10 → 22.10 | Long | 80.0% | +2.32% | 1.32 | 15 |
| 11.10 → 18.10 | Long | 80.0% |
| +1.81% |
| 2.32 |
| 15 |
| 06.10 → 08.11 | Long | 73.3% | +3.54% | 0.90 | 15 |
| 06.10 → 07.11 | Long | 73.3% | +3.50% | 0.88 | 15 |
| 05.10 → 22.11 | Long | 73.3% | +3.41% | 0.76 | 15 |
| 06.10 → 22.11 | Long | 73.3% | +3.22% | 0.74 | 15 |
| 06.10 → 06.11 | Long | 73.3% | +3.21% | 0.81 | 15 |