Germany
Over 2022 to 2025 (4 years of data), SRTDEEUR has tended to move short between 06.10 and 06.11, closing higher in 100.0% of those years for an average +9.77% move and an annualized Sharpe of 4.02.
Best window
06.10 - 06.11
Direction
Short
Win rate
100.0%
Avg return
+9.77%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 06.11 | Short | 100.0% | +9.77% | 4.02 | 4 |
| 07.10 → 06.11 | Short | 100.0% | +9.72% | 3.91 | 4 |
| 06.10 → 07.11 | Short | 100.0% |
| +9.46% |
| 3.63 |
| 4 |
| 07.10 → 07.11 | Short | 100.0% | +9.41% | 3.55 | 4 |
| 06.10 → 08.11 | Short | 100.0% | +8.33% | 3.25 | 4 |
| 07.10 → 08.11 | Short | 100.0% | +8.29% | 3.22 | 4 |
| 06.10 → 20.11 | Short | 100.0% | +8.13% | 4.31 | 4 |
| 07.10 → 20.11 | Short | 100.0% | +8.09% | 4.20 | 4 |