Netherlands
Over 2015 to 2025 (11 years of data), RENNLEUR has tended to move long between 11.10 and 09.12, closing higher in 100.0% of those years for an average +5.75% move and an annualized Sharpe of 3.52.
Best window
11.10 - 09.12
Direction
Long
Win rate
100.0%
Avg return
+5.75%
Sample
7 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.12 | Long | 100.0% | +5.75% | 3.52 | 7 |
| 11.10 → 10.12 | Long | 100.0% | +5.59% | 3.44 | 7 |
| 10.10 → 09.12 | Long | 100.0% |
| +5.29% |
| 2.88 |
| 7 |
| 11.10 → 29.11 | Long | 85.7% | +7.29% | 3.85 | 7 |
| 11.10 → 28.11 | Long | 85.7% | +7.26% | 3.68 | 7 |
| 11.10 → 25.11 | Long | 85.7% | +7.08% | 4.27 | 7 |
| 11.10 → 23.11 | Long | 85.7% | +7.01% | 4.35 | 7 |
| 11.10 → 27.11 | Long | 85.7% | +6.93% | 3.54 | 7 |