Netherlands
Over 2011 to 2025 (15 years of data), RANDNLEUR has tended to move long between 11.10 and 07.11, closing higher in 80.0% of those years for an average +4.01% move and an annualized Sharpe of 1.51.
Best window
11.10 - 07.11
Direction
Long
Win rate
80.0%
Avg return
+4.01%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.11 | Long | 80.0% | +4.01% | 1.51 | 15 |
| 11.10 → 22.10 | Long | 80.0% | +2.64% | 2.53 | 15 |
| 12.10 → 22.10 | Long | 80.0% |
| +2.33% |
| 2.36 |
| 15 |
| 11.10 → 08.11 | Long | 73.3% | +3.83% | 1.29 | 15 |
| 11.10 → 09.11 | Long | 73.3% | +3.60% | 1.11 | 15 |
| 10.10 → 03.11 | Long | 73.3% | +3.13% | 1.33 | 15 |
| 10.10 → 22.10 | Long | 73.3% | +2.55% | 1.93 | 15 |
| 11.10 → 23.10 | Long | 73.3% | +2.54% | 2.31 | 15 |