Germany
Over 2013 to 2025 (13 years of data), PSMDEEUR has tended to move short between 07.10 and 15.10, closing higher in 84.6% of those years for an average +2.27% move and an annualized Sharpe of 3.36.
Best window
07.10 - 15.10
Direction
Short
Win rate
84.6%
Avg return
+2.27%
Sample
13 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 15.10 | Short | 84.6% | +2.27% | 3.36 | 13 |
| 07.10 → 16.10 | Short | 84.6% | +1.72% | 2.29 | 13 |
| 07.10 → 13.10 | Short | 76.9% |
| +2.69% |
| 4.14 |
| 13 |
| 09.10 → 13.10 | Short | 76.9% | +1.88% | 3.72 | 13 |
| 07.10 → 17.10 | Short | 76.9% | +1.41% | 1.65 | 13 |
| 09.10 → 12.10 | Short | 76.9% | +1.18% | 2.82 | 13 |
| 06.10 → 09.10 | Short | 76.9% | +0.99% | 3.33 | 13 |
| 08.10 → 11.10 | Short | 76.9% | +0.83% | 2.83 | 13 |