Netherlands
Over 2022 to 2025 (4 years of data), QIANLEUR has tended to move long between 08.10 and 02.12, closing higher in 100.0% of those years for an average +4.46% move and an annualized Sharpe of 2.17.
Best window
08.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+4.46%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 02.12 | Long | 100.0% | +4.46% | 2.17 | 4 |
| 05.10 → 02.12 | Long | 100.0% | +4.28% | 2.57 | 4 |
| 06.10 → 01.12 | Long | 100.0% |
| +4.27% |
| 2.94 |
| 4 |
| 06.10 → 02.12 | Long | 100.0% | +4.17% | 2.75 | 4 |
| 11.10 → 30.10 | Short | 100.0% | +4.07% | 3.02 | 4 |
| 10.10 → 06.11 | Short | 100.0% | +4.01% | 4.17 | 4 |
| 08.10 → 04.12 | Long | 100.0% | +3.90% | 2.26 | 4 |
| 05.10 → 04.12 | Long | 100.0% | +3.73% | 2.84 | 4 |