Germany
Over 2015 to 2025 (11 years of data), VNADEEUR has tended to move short between 17.09 and 29.09, closing higher in 90.9% of those years for an average +1.72% move and an annualized Sharpe of 1.48.
Best window
17.09 - 29.09
Direction
Short
Win rate
90.9%
Avg return
+1.72%
Sample
11 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.09 → 29.09 | Short | 90.9% | +1.72% | 1.48 | 11 |
| 15.09 → 08.10 | Short | 81.8% | +3.61% | 1.68 | 11 |
| 15.09 → 09.10 | Short | 81.8% |
| +3.51% |
| 1.59 |
| 11 |
| 15.09 → 07.10 | Short | 81.8% | +3.45% | 1.79 | 11 |
| 18.09 → 08.10 | Short | 81.8% | +3.37% | 1.88 | 11 |
| 17.09 → 08.10 | Short | 81.8% | +3.32% | 1.68 | 11 |
| 19.09 → 08.10 | Short | 81.8% | +3.32% | 1.95 | 11 |
| 18.09 → 09.10 | Short | 81.8% | +3.27% | 1.76 | 11 |