Ireland
Over 2020 to 2025 (6 years of data), RY4CIEEUR has tended to move long between 07.10 and 10.11, closing higher in 100.0% of those years for an average +15.11% move and an annualized Sharpe of 4.70.
Best window
07.10 - 10.11
Direction
Long
Win rate
100.0%
Avg return
+15.11%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 10.11 | Long | 100.0% | +15.11% | 4.70 | 6 |
| 07.10 → 11.11 | Long | 100.0% | +15.08% | 4.58 | 6 |
| 07.10 → 09.11 | Long | 100.0% |
| +14.87% |
| 5.27 |
| 6 |
| 07.10 → 08.11 | Long | 100.0% | +14.75% | 5.24 | 6 |
| 06.10 → 10.11 | Long | 100.0% | +14.53% | 3.80 | 6 |
| 06.10 → 11.11 | Long | 100.0% | +14.53% | 3.66 | 6 |
| 07.10 → 12.11 | Long | 100.0% | +14.36% | 4.22 | 6 |
| 06.10 → 09.11 | Long | 100.0% | +14.30% | 4.11 | 6 |