Denmark
Over 2011 to 2025 (15 years of data), PNDORADKDKK has tended to move long between 05.10 and 02.11, closing higher in 93.3% of those years for an average +9.39% move and an annualized Sharpe of 2.49.
Best window
05.10 - 02.11
Direction
Long
Win rate
93.3%
Avg return
+9.39%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 02.11 | Long | 93.3% | +9.39% | 2.49 | 15 |
| 05.10 → 29.10 | Long | 93.3% | +9.00% | 2.69 | 15 |
| 05.10 → 01.11 | Long | 93.3% |
| +8.30% |
| 2.92 |
| 15 |
| 11.10 → 01.12 | Long | 86.7% | +14.14% | 1.93 | 15 |
| 11.10 → 30.11 | Long | 86.7% | +13.90% | 1.95 | 15 |
| 11.10 → 10.12 | Long | 86.7% | +13.21% | 1.67 | 15 |
| 11.10 → 29.11 | Long | 86.7% | +13.08% | 2.00 | 15 |
| 11.10 → 28.11 | Long | 86.7% | +13.07% | 2.07 | 15 |