Europe
Over 2017 to 2025 (9 years of data), PLNIDXPLN has tended to move long between 09.10 and 07.11, closing higher in 100.0% of those years for an average +5.90% move and an annualized Sharpe of 2.97.
Best window
09.10 - 07.11
Direction
Long
Win rate
100.0%
Avg return
+5.90%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 07.11 | Long | 100.0% | +5.90% | 2.97 | 8 |
| 08.10 → 08.11 | Long | 100.0% | +5.88% | 2.76 | 8 |
| 08.10 → 07.11 | Long | 100.0% |
| +5.83% |
| 2.88 |
| 8 |
| 07.10 → 07.11 | Long | 100.0% | +5.80% | 2.92 | 8 |
| 11.10 → 07.11 | Long | 100.0% | +5.60% | 3.24 | 8 |
| 06.10 → 07.11 | Long | 100.0% | +5.48% | 2.94 | 8 |
| 09.10 → 08.11 | Long | 87.5% | +5.94% | 2.85 | 8 |
| 07.10 → 08.11 | Long | 87.5% | +5.84% | 2.79 | 8 |