Finland
Over 2016 to 2025 (10 years of data), TLS1VFIEUR has tended to move long between 08.10 and 15.10, closing higher in 100.0% of those years for an average +2.13% move and an annualized Sharpe of 10.27.
Best window
08.10 - 15.10
Direction
Long
Win rate
100.0%
Avg return
+2.13%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 15.10 | Long | 100.0% | +2.13% | 10.27 | 10 |
| 11.10 → 30.10 | Short | 90.0% | +3.98% | 3.44 | 10 |
| 12.10 → 30.10 | Short | 90.0% |
| +3.94% |
| 3.64 |
| 10 |
| 11.10 → 29.10 | Short | 90.0% | +3.89% | 3.75 | 10 |
| 12.10 → 29.10 | Short | 90.0% | +3.85% | 3.87 | 10 |
| 11.10 → 28.10 | Short | 90.0% | +3.35% | 3.00 | 10 |
| 12.10 → 28.10 | Short | 90.0% | +3.31% | 3.07 | 10 |
| 11.10 → 27.10 | Short | 90.0% | +3.18% | 3.08 | 10 |