Germany
Over 2022 to 2026 (5 years of data), PUMDEEUR has tended to move long between 15.10 and 14.12, closing higher in 100.0% of those years for an average +14.84% move and an annualized Sharpe of 4.51.
Best window
15.10 - 14.12
Direction
Long
Win rate
100.0%
Avg return
+14.84%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.10 → 14.12 | Long | 100.0% | +14.84% | 4.51 | 4 |
| 15.10 → 13.12 | Long | 100.0% | +14.34% | 3.42 | 4 |
| 15.10 → 05.12 | Long | 100.0% |
| +13.48% |
| 3.09 |
| 4 |
| 14.10 → 13.12 | Long | 100.0% | +13.25% | 3.13 | 4 |
| 16.10 → 14.12 | Long | 100.0% | +13.01% | 4.64 | 4 |
| 15.10 → 12.12 | Long | 100.0% | +12.63% | 2.58 | 4 |
| 16.10 → 13.12 | Long | 100.0% | +12.48% | 3.54 | 4 |
| 14.10 → 05.12 | Long | 100.0% | +12.47% | 2.65 | 4 |