Germany
Over 2011 to 2025 (15 years of data), PAH3DEEUR has tended to move long between 11.10 and 09.12, closing higher in 80.0% of those years for an average +10.07% move and an annualized Sharpe of 1.99.
Best window
11.10 - 09.12
Direction
Long
Win rate
80.0%
Avg return
+10.07%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.12 | Long | 80.0% | +10.07% | 1.99 | 15 |
| 11.10 → 07.12 | Long | 80.0% | +10.01% | 2.02 | 15 |
| 10.10 → 09.12 | Long | 80.0% |
| +9.79% |
| 1.84 |
| 15 |
| 11.10 → 08.12 | Long | 80.0% | +9.66% | 1.94 | 15 |
| 12.10 → 09.12 | Long | 80.0% | +9.51% | 1.88 | 15 |
| 11.10 → 10.12 | Long | 80.0% | +9.40% | 1.88 | 15 |
| 10.10 → 08.12 | Long | 80.0% | +9.39% | 1.80 | 15 |
| 11.10 → 05.12 | Long | 80.0% | +9.32% | 1.77 | 15 |