Germany
Over 2011 to 2025 (15 years of data), SDFDEEUR has tended to move short between 12.10 and 17.10, closing higher in 73.3% of those years for an average +1.46% move and an annualized Sharpe of 3.15.
Best window
12.10 - 17.10
Direction
Short
Win rate
73.3%
Avg return
+1.46%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 17.10 | Short | 73.3% | +1.46% | 3.15 | 15 |
| 12.10 → 15.10 | Short | 73.3% | +1.31% | 4.28 | 15 |
| 12.10 → 16.10 | Short | 73.3% |
| +1.03% |
| 2.74 |
| 15 |
| 12.10 → 20.11 | Short | 66.7% | +2.32% | 0.56 | 15 |
| 09.10 → 21.11 | Short | 66.7% | +2.24% | 0.54 | 15 |
| 11.10 → 20.11 | Short | 66.7% | +2.13% | 0.49 | 15 |
| 09.10 → 20.11 | Short | 66.7% | +2.01% | 0.52 | 15 |
| 12.10 → 19.11 | Short | 66.7% | +1.94% | 0.52 | 15 |