Netherlands
Over 2011 to 2025 (15 years of data), UNANLEUR has tended to move long between 11.10 and 11.11, closing higher in 80.0% of those years for an average +1.98% move and an annualized Sharpe of 1.08.
Best window
11.10 - 11.11
Direction
Long
Win rate
80.0%
Avg return
+1.98%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 11.11 | Long | 80.0% | +1.98% | 1.08 | 10 |
| 07.10 → 08.11 | Long | 80.0% | +1.62% | 1.18 | 10 |
| 06.10 → 08.11 | Long | 80.0% |
| +1.56% |
| 1.01 |
| 10 |
| 09.10 → 08.11 | Long | 80.0% | +1.52% | 1.22 | 10 |
| 09.10 → 11.11 | Long | 80.0% | +1.52% | 0.83 | 10 |
| 11.10 → 12.11 | Long | 80.0% | +1.47% | 0.84 | 10 |
| 09.10 → 09.11 | Long | 80.0% | +1.31% | 1.00 | 10 |
| 09.10 → 12.11 | Long | 80.0% | +1.01% | 0.59 | 10 |