Belgium
Over 2011 to 2025 (15 years of data), UMIBEEUR has tended to move short between 07.10 and 22.11, closing higher in 73.3% of those years for an average +4.34% move and an annualized Sharpe of 0.75.
Best window
07.10 - 22.11
Direction
Short
Win rate
73.3%
Avg return
+4.34%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 22.11 | Short | 73.3% | +4.34% | 0.75 | 15 |
| 07.10 → 21.11 | Short | 73.3% | +4.00% | 0.70 | 15 |
| 08.10 → 19.11 | Short | 73.3% |
| +3.64% |
| 0.66 |
| 15 |
| 07.10 → 20.11 | Short | 73.3% | +3.61% | 0.62 | 15 |
| 07.10 → 19.11 | Short | 73.3% | +3.59% | 0.63 | 15 |
| 09.10 → 12.10 | Long | 73.3% | +0.77% | 1.86 | 15 |
| 11.10 → 02.11 | Long | 73.3% | -1.63% | -0.40 | 15 |
| 11.10 → 22.10 | Long | 73.3% | -1.75% | -0.64 | 15 |