Denmark
Over 2011 to 2025 (15 years of data), NZYMBDKDKK has tended to move short between 09.10 and 13.10, closing higher in 80.0% of those years for an average +1.06% move and an annualized Sharpe of 2.79.
Best window
09.10 - 13.10
Direction
Short
Win rate
80.0%
Avg return
+1.06%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 13.10 | Short | 80.0% | +1.06% | 2.79 | 15 |
| 11.10 → 11.11 | Long | 73.3% | +5.85% | 1.49 | 15 |
| 12.10 → 11.11 | Long | 73.3% |
| +5.74% |
| 1.51 |
| 15 |
| 11.10 → 12.11 | Long | 73.3% | +5.29% | 1.31 | 15 |
| 12.10 → 12.11 | Long | 73.3% | +5.18% | 1.33 | 15 |
| 11.10 → 13.11 | Long | 73.3% | +4.87% | 1.18 | 15 |
| 11.10 → 10.11 | Long | 73.3% | +4.84% | 1.31 | 15 |
| 11.10 → 08.11 | Long | 73.3% | +4.74% | 1.42 | 15 |