France
Over 2011 to 2026 (16 years of data), ACAFREUR has tended to move long between 06.10 and 03.11, closing higher in 73.3% of those years for an average +2.79% move and an annualized Sharpe of 1.33.
Best window
06.10 - 03.11
Direction
Long
Win rate
73.3%
Avg return
+2.79%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 03.11 | Long | 73.3% | +2.79% | 1.33 | 15 |
| 08.10 → 27.10 | Long | 73.3% | +2.34% | 1.34 | 15 |
| 08.10 → 29.10 | Long | 73.3% |
| +1.41% |
| 0.74 |
| 15 |
| 07.10 → 12.10 | Long | 73.3% | +0.99% | 2.23 | 15 |
| 09.10 → 13.10 | Short | 73.3% | +0.45% | 0.98 | 15 |
| 06.10 → 04.11 | Long | 71.4% | +2.72% | 1.18 | 14 |
| 08.10 → 03.12 | Long | 66.7% | +4.51% | 0.76 | 15 |
| 11.10 → 01.12 | Long | 66.7% | +3.19% | 0.56 | 15 |