Germany
Over 2015 to 2025 (11 years of data), VNADEEUR has tended to move long between 11.10 and 06.11, closing higher in 81.8% of those years for an average +1.82% move and an annualized Sharpe of 1.08.
Best window
11.10 - 06.11
Direction
Long
Win rate
81.8%
Avg return
+1.82%
Sample
11 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 06.11 | Long | 81.8% | +1.82% | 1.08 | 11 |
| 11.10 → 05.11 | Long | 81.8% | +1.80% | 1.11 | 11 |
| 07.10 → 04.11 | Long | 81.8% |
| +1.73% |
| 1.10 |
| 11 |
| 09.10 → 06.11 | Long | 80.0% | +1.71% | 1.01 | 10 |
| 11.10 → 04.11 | Long | 72.7% | +2.43% | 1.43 | 11 |
| 08.10 → 04.11 | Long | 72.7% | +2.24% | 1.35 | 11 |
| 09.10 → 04.11 | Long | 72.7% | +2.16% | 1.34 | 11 |
| 12.10 → 04.11 | Long | 72.7% | +1.99% | 1.19 | 11 |