Netherlands
Over 2011 to 2025 (15 years of data), RDSANLEUR has tended to move long between 05.10 and 07.11, closing higher in 86.7% of those years for an average +4.50% move and an annualized Sharpe of 1.95.
Best window
05.10 - 07.11
Direction
Long
Win rate
86.7%
Avg return
+4.50%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 07.11 | Long | 86.7% | +4.50% | 1.95 | 15 |
| 07.10 → 07.11 | Long | 86.7% | +3.62% | 1.71 | 15 |
| 05.10 → 06.11 | Long | 86.7% |
| +3.54% |
| 1.99 |
| 15 |
| 07.10 → 05.11 | Long | 86.7% | +2.71% | 1.84 | 15 |
| 07.10 → 06.11 | Long | 86.7% | +2.66% | 1.78 | 15 |
| 05.10 → 08.11 | Long | 80.0% | +4.33% | 1.80 | 15 |
| 06.10 → 07.11 | Long | 80.0% | +3.93% | 1.82 | 15 |
| 05.10 → 17.11 | Long | 80.0% | +3.75% | 0.94 | 15 |