Germany
Over 2011 to 2025 (15 years of data), RWEDEEUR has tended to move long between 09.10 and 01.12, closing higher in 73.3% of those years for an average +3.03% move and an annualized Sharpe of 0.75.
Best window
09.10 - 01.12
Direction
Long
Win rate
73.3%
Avg return
+3.03%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 01.12 | Long | 73.3% | +3.03% | 0.75 | 15 |
| 11.10 → 03.11 | Long | 73.3% | +2.99% | 2.39 | 15 |
| 11.10 → 05.11 | Long | 73.3% |
| +2.99% |
| 2.17 |
| 15 |
| 11.10 → 04.11 | Long | 73.3% | +2.84% | 2.04 | 15 |
| 08.10 → 01.12 | Long | 73.3% | +2.77% | 0.68 | 15 |
| 11.10 → 06.11 | Long | 73.3% | +2.68% | 1.74 | 15 |
| 11.10 → 31.10 | Long | 73.3% | +2.60% | 2.22 | 15 |
| 09.10 → 03.12 | Long | 73.3% | +2.46% | 0.65 | 15 |