Germany
Over 2011 to 2025 (15 years of data), TKADEEUR has tended to move long between 10.10 and 07.11, closing higher in 80.0% of those years for an average +1.61% move and an annualized Sharpe of 0.45.
Best window
10.10 - 07.11
Direction
Long
Win rate
80.0%
Avg return
+1.61%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 07.11 | Long | 80.0% | +1.61% | 0.45 | 15 |
| 10.10 → 08.11 | Long | 80.0% | +1.44% | 0.41 | 15 |
| 05.10 → 14.10 | Long | 73.3% |
| +2.04% |
| 1.61 |
| 15 |
| 08.10 → 07.11 | Long | 73.3% | +2.04% | 0.60 | 15 |
| 08.10 → 08.11 | Long | 73.3% | +1.87% | 0.56 | 15 |
| 08.10 → 14.10 | Long | 73.3% | +1.45% | 2.64 | 15 |
| 08.10 → 12.10 | Long | 73.3% | +1.41% | 4.37 | 15 |
| 09.10 → 07.11 | Long | 73.3% | +1.37% | 0.39 | 15 |