Germany
Over 2022 to 2025 (4 years of data), SY1DEEUR has tended to move short between 06.10 and 06.11, closing higher in 75.0% of those years for an average +4.39% move and an annualized Sharpe of 2.63.
Best window
06.10 - 06.11
Direction
Short
Win rate
75.0%
Avg return
+4.39%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 06.11 | Short | 75.0% | +4.39% | 2.63 | 4 |
| 06.10 → 07.11 | Short | 75.0% | +4.22% | 2.28 | 4 |
| 10.10 → 06.11 | Short | 75.0% |
| +4.19% |
| 2.17 |
| 4 |
| 10.10 → 07.11 | Short | 75.0% | +4.02% | 1.94 | 4 |
| 08.10 → 26.10 | Long | 75.0% | +3.86% | 3.04 | 4 |
| 07.10 → 26.10 | Long | 75.0% | +3.72% | 2.69 | 4 |
| 06.10 → 05.11 | Short | 75.0% | +3.66% | 2.57 | 4 |
| 10.10 → 05.11 | Short | 75.0% | +3.47% | 2.10 | 4 |