Netherlands
Over 2011 to 2025 (15 years of data), WKLNLEUR has tended to move long between 11.10 and 19.10, closing higher in 86.7% of those years for an average +1.68% move and an annualized Sharpe of 3.93.
Best window
11.10 - 19.10
Direction
Long
Win rate
86.7%
Avg return
+1.68%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 19.10 | Long | 86.7% | +1.68% | 3.93 | 15 |
| 07.10 → 29.11 | Long | 80.0% | +3.10% | 0.82 | 15 |
| 10.10 → 28.10 | Long | 80.0% |
| +2.35% |
| 2.49 |
| 15 |
| 11.10 → 24.10 | Long | 80.0% | +2.28% | 3.76 | 15 |
| 11.10 → 31.10 | Long | 80.0% | +2.20% | 2.31 | 15 |
| 10.10 → 26.10 | Long | 80.0% | +2.17% | 2.73 | 15 |
| 12.10 → 24.10 | Long | 80.0% | +2.16% | 3.61 | 15 |
| 10.10 → 24.10 | Long | 80.0% | +2.13% | 3.47 | 15 |