Belgium
Over 2011 to 2025 (15 years of data), UMIBEEUR has tended to move short between 21.09 and 19.11, closing higher in 66.7% of those years for an average +4.16% move and an annualized Sharpe of 0.60.
Best window
21.09 - 19.11
Direction
Short
Win rate
66.7%
Avg return
+4.16%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.09 → 19.11 | Short | 66.7% | +4.16% | 0.60 | 15 |
| 21.09 → 20.11 | Short | 66.7% | +4.16% | 0.58 | 15 |
| 21.09 → 18.11 | Short | 66.7% |
| +3.60% |
| 0.52 |
| 15 |
| 19.09 → 14.10 | Short | 66.7% | +3.30% | 0.68 | 15 |
| 19.09 → 21.10 | Short | 66.7% | +3.22% | 0.58 | 15 |
| 20.09 → 14.10 | Short | 66.7% | +2.99% | 0.62 | 15 |
| 19.09 → 20.10 | Short | 66.7% | +2.88% | 0.50 | 15 |
| 18.09 → 16.11 | Short | 66.7% | +2.45% | 0.32 | 15 |