Germany
Over 2011 to 2025 (15 years of data), TUI1DEEUR has tended to move long between 12.10 and 12.11, closing higher in 80.0% of those years for an average +6.47% move and an annualized Sharpe of 1.38.
Best window
12.10 - 12.11
Direction
Long
Win rate
80.0%
Avg return
+6.47%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 12.11 | Long | 80.0% | +6.47% | 1.38 | 15 |
| 11.10 → 07.12 | Long | 73.3% | +13.93% | 1.38 | 15 |
| 11.10 → 08.12 | Long | 73.3% |
| +13.73% |
| 1.32 |
| 15 |
| 11.10 → 06.12 | Long | 73.3% | +13.41% | 1.34 | 15 |
| 10.10 → 07.12 | Long | 73.3% | +13.40% | 1.29 | 15 |
| 11.10 → 09.12 | Long | 73.3% | +13.25% | 1.32 | 15 |
| 10.10 → 08.12 | Long | 73.3% | +13.20% | 1.23 | 15 |
| 12.10 → 07.12 | Long | 73.3% | +13.01% | 1.33 | 15 |