Belgium
Over 2011 to 2025 (15 years of data), UCBBEEUR has tended to move long between 08.10 and 11.10, closing higher in 73.3% of those years for an average +0.67% move and an annualized Sharpe of 2.05.
Best window
08.10 - 11.10
Direction
Long
Win rate
73.3%
Avg return
+0.67%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 11.10 | Long | 73.3% | +0.67% | 2.05 | 15 |
| 06.10 → 09.10 | Short | 73.3% | +0.53% | 2.02 | 15 |
| 11.10 → 08.12 | Long | 66.7% |
| +2.43% |
| 0.57 |
| 15 |
| 11.10 → 07.12 | Long | 66.7% | +2.04% | 0.47 | 15 |
| 11.10 → 10.12 | Long | 66.7% | +1.47% | 0.34 | 15 |
| 11.10 → 17.10 | Long | 66.7% | +1.20% | 2.13 | 15 |
| 08.10 → 18.10 | Long | 66.7% | +0.96% | 1.03 | 15 |
| 08.10 → 12.10 | Long | 66.7% | +0.68% | 1.80 | 15 |