Germany
Over 2011 to 2025 (15 years of data), SIEDEEUR has tended to move long between 11.10 and 04.12, closing higher in 86.7% of those years for an average +7.11% move and an annualized Sharpe of 1.65.
Best window
11.10 - 04.12
Direction
Long
Win rate
86.7%
Avg return
+7.11%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 04.12 | Long | 86.7% | +7.11% | 1.65 | 15 |
| 10.10 → 02.12 | Long | 86.7% | +7.08% | 1.53 | 15 |
| 11.10 → 02.12 | Long | 86.7% |
| +7.05% |
| 1.66 |
| 15 |
| 10.10 → 03.12 | Long | 86.7% | +7.04% | 1.52 | 15 |
| 11.10 → 03.12 | Long | 86.7% | +7.01% | 1.65 | 15 |
| 10.10 → 01.12 | Long | 86.7% | +6.92% | 1.52 | 15 |
| 11.10 → 01.12 | Long | 86.7% | +6.89% | 1.65 | 15 |
| 11.10 → 30.11 | Long | 86.7% | +6.48% | 1.60 | 15 |