Belgium
Over 2011 to 2025 (15 years of data), SOLBBEEUR has tended to move long between 08.10 and 13.10, closing higher in 86.7% of those years for an average +0.74% move and an annualized Sharpe of 1.75.
Best window
08.10 - 13.10
Direction
Long
Win rate
86.7%
Avg return
+0.74%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 13.10 | Long | 86.7% | +0.74% | 1.75 | 15 |
| 08.10 → 16.10 | Long | 80.0% | +1.77% | 2.33 | 15 |
| 08.10 → 23.10 | Long | 80.0% |
| +1.77% |
| 1.27 |
| 15 |
| 07.10 → 22.10 | Long | 80.0% | +1.64% | 1.35 | 15 |
| 07.10 → 16.10 | Long | 80.0% | +1.60% | 1.95 | 15 |
| 07.10 → 23.10 | Long | 80.0% | +1.60% | 1.11 | 15 |
| 06.10 → 26.10 | Long | 80.0% | +1.42% | 0.82 | 15 |
| 08.10 → 14.10 | Long | 80.0% | +1.26% | 2.21 | 15 |