Netherlands
Over 2011 to 2025 (15 years of data), PHIANLEUR has tended to move long between 11.10 and 17.10, closing higher in 80.0% of those years for an average +0.31% move and an annualized Sharpe of 0.59.
Best window
11.10 - 17.10
Direction
Long
Win rate
80.0%
Avg return
+0.31%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 17.10 | Long | 80.0% | +0.31% | 0.59 | 15 |
| 10.10 → 06.11 | Long | 73.3% | +2.07% | 0.70 | 15 |
| 11.10 → 06.11 | Long | 73.3% |
| +2.02% |
| 0.76 |
| 15 |
| 11.10 → 05.11 | Long | 73.3% | +1.74% | 0.69 | 15 |
| 10.10 → 23.10 | Long | 73.3% | +1.59% | 0.86 | 15 |
| 11.10 → 23.10 | Long | 73.3% | +1.53% | 0.98 | 15 |
| 10.10 → 04.11 | Long | 73.3% | +1.52% | 0.54 | 15 |
| 10.10 → 22.10 | Long | 73.3% | +1.46% | 0.82 | 15 |