Germany
Over 2011 to 2025 (15 years of data), VOW3DEEUR has tended to move long between 05.10 and 03.12, closing higher in 86.7% of those years for an average +11.37% move and an annualized Sharpe of 1.56.
Best window
05.10 - 03.12
Direction
Long
Win rate
86.7%
Avg return
+11.37%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 03.12 | Long | 86.7% | +11.37% | 1.56 | 15 |
| 05.10 → 02.12 | Long | 86.7% | +11.26% | 1.56 | 15 |
| 11.10 → 09.12 | Long | 86.7% |
| +11.01% |
| 2.45 |
| 15 |
| 06.10 → 05.12 | Long | 86.7% | +10.74% | 1.64 | 15 |
| 11.10 → 07.12 | Long | 86.7% | +10.64% | 2.46 | 15 |
| 06.10 → 04.12 | Long | 86.7% | +10.59% | 1.63 | 15 |
| 11.10 → 10.12 | Long | 86.7% | +10.44% | 2.32 | 15 |
| 11.10 → 08.12 | Long | 86.7% | +10.41% | 2.42 | 15 |