Denmark
Over 2011 to 2025 (15 years of data), VWSDKDKK has tended to move long between 10.10 and 29.10, closing higher in 73.3% of those years for an average +1.63% move and an annualized Sharpe of 0.70.
Best window
10.10 - 29.10
Direction
Long
Win rate
73.3%
Avg return
+1.63%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 29.10 | Long | 73.3% | +1.63% | 0.70 | 15 |
| 11.10 → 29.11 | Long | 66.7% | +5.28% | 0.59 | 15 |
| 11.10 → 28.11 | Long | 66.7% |
| +5.22% |
| 0.59 |
| 15 |
| 11.10 → 08.11 | Long | 66.7% | +5.16% | 0.93 | 15 |
| 12.10 → 29.11 | Long | 66.7% | +5.14% | 0.59 | 15 |
| 12.10 → 28.11 | Long | 66.7% | +5.07% | 0.58 | 15 |
| 11.10 → 26.11 | Long | 66.7% | +5.02% | 0.56 | 15 |
| 12.10 → 08.11 | Long | 66.7% | +4.99% | 0.94 | 15 |