Germany
Over 2011 to 2025 (15 years of data), SAPDEEUR has tended to move long between 09.10 and 28.11, closing higher in 80.0% of those years for an average +5.47% move and an annualized Sharpe of 0.94.
Best window
09.10 - 28.11
Direction
Long
Win rate
80.0%
Avg return
+5.47%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 28.11 | Long | 80.0% | +5.47% | 0.94 | 15 |
| 08.10 → 25.11 | Long | 80.0% | +5.44% | 0.92 | 15 |
| 09.10 → 25.11 | Long | 80.0% |
| +5.41% |
| 0.93 |
| 15 |
| 09.10 → 27.11 | Long | 80.0% | +5.27% | 0.91 | 15 |
| 08.10 → 24.11 | Long | 80.0% | +5.22% | 0.90 | 15 |
| 09.10 → 24.11 | Long | 80.0% | +5.19% | 0.91 | 15 |
| 10.10 → 28.11 | Long | 80.0% | +5.15% | 0.89 | 15 |
| 11.10 → 25.11 | Long | 80.0% | +5.14% | 0.98 | 15 |