Austria
Over 2011 to 2025 (15 years of data), VOEATEUR has tended to move long between 11.10 and 09.11, closing higher in 80.0% of those years for an average +5.47% move and an annualized Sharpe of 1.65.
Best window
11.10 - 09.11
Direction
Long
Win rate
80.0%
Avg return
+5.47%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.11 | Long | 80.0% | +5.47% | 1.65 | 15 |
| 11.10 → 15.11 | Long | 80.0% | +4.85% | 1.05 | 15 |
| 11.10 → 14.11 | Long | 80.0% |
| +4.68% |
| 1.06 |
| 15 |
| 10.10 → 07.12 | Long | 73.3% | +7.34% | 0.95 | 15 |
| 09.10 → 07.12 | Long | 73.3% | +7.03% | 0.90 | 15 |
| 10.10 → 05.12 | Long | 73.3% | +6.79% | 0.92 | 15 |
| 10.10 → 03.12 | Long | 73.3% | +6.68% | 0.96 | 15 |
| 10.10 → 04.12 | Long | 73.3% | +6.68% | 0.93 | 15 |