Germany
Over 2022 to 2025 (4 years of data), PUMDEEUR has tended to move long between 08.10 and 05.12, closing higher in 100.0% of those years for an average +12.27% move and an annualized Sharpe of 2.80.
Best window
08.10 - 05.12
Direction
Long
Win rate
100.0%
Avg return
+12.27%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 05.12 | Long | 100.0% | +12.27% | 2.80 | 4 |
| 08.10 → 04.12 | Long | 100.0% | +10.30% | 3.04 | 4 |
| 11.10 → 26.10 | Long | 100.0% |
| +7.07% |
| 3.22 |
| 3 |
| 08.10 → 26.10 | Long | 100.0% | +6.44% | 3.16 | 4 |
| 08.10 → 25.10 | Long | 100.0% | +6.26% | 3.80 | 4 |
| 11.10 → 25.10 | Long | 100.0% | +5.12% | 3.03 | 4 |
| 06.10 → 14.10 | Short | 100.0% | +4.16% | 11.54 | 4 |
| 07.10 → 14.10 | Short | 100.0% | +4.12% | 19.63 | 4 |