Netherlands
Over 2011 to 2025 (15 years of data), VPKNLEUR has tended to move long between 09.10 and 14.10, closing higher in 80.0% of those years for an average +1.07% move and an annualized Sharpe of 3.13.
Best window
09.10 - 14.10
Direction
Long
Win rate
80.0%
Avg return
+1.07%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 14.10 | Long | 80.0% | +1.07% | 3.13 | 15 |
| 09.10 → 13.10 | Long | 80.0% | +0.84% | 3.44 | 15 |
| 05.10 → 13.10 | Long | 80.0% |
| +0.55% |
| 1.54 |
| 15 |
| 09.10 → 16.10 | Long | 73.3% | +1.07% | 2.38 | 15 |
| 07.10 → 16.10 | Long | 73.3% | +0.96% | 1.98 | 15 |
| 08.10 → 16.10 | Long | 73.3% | +0.95% | 2.20 | 15 |
| 09.10 → 15.10 | Long | 73.3% | +0.93% | 2.06 | 15 |
| 09.10 → 12.10 | Long | 73.3% | +0.87% | 4.37 | 15 |