Denmark
Over 2011 to 2025 (15 years of data), NZYMBDKDKK has tended to move short between 21.09 and 17.10, closing higher in 80.0% of those years for an average +2.27% move and an annualized Sharpe of 2.08.
Best window
21.09 - 17.10
Direction
Short
Win rate
80.0%
Avg return
+2.27%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.09 → 17.10 | Short | 80.0% | +2.27% | 2.08 | 15 |
| 21.09 → 21.10 | Short | 80.0% | +1.73% | 1.36 | 15 |
| 21.09 → 26.09 | Short | 80.0% |
| +1.02% |
| 3.18 |
| 15 |
| 17.09 → 11.10 | Short | 73.3% | +2.52% | 1.81 | 15 |
| 16.09 → 11.10 | Short | 73.3% | +2.40% | 1.82 | 15 |
| 17.09 → 17.10 | Short | 73.3% | +2.31% | 1.82 | 15 |
| 15.09 → 17.10 | Short | 73.3% | +2.29% | 1.65 | 15 |
| 16.09 → 17.10 | Short | 73.3% | +2.19% | 1.88 | 15 |