France
Over 2011 to 2026 (16 years of data), ACFREUR has tended to move long between 09.10 and 08.12, closing higher in 73.3% of those years for an average +4.57% move and an annualized Sharpe of 0.79.
Best window
09.10 - 08.12
Direction
Long
Win rate
73.3%
Avg return
+4.57%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 08.12 | Long | 73.3% | +4.57% | 0.79 | 15 |
| 06.10 → 05.12 | Long | 66.7% | +4.90% | 0.91 | 15 |
| 10.10 → 07.12 | Long | 66.7% |
| +4.89% |
| 0.92 |
| 15 |
| 10.10 → 08.12 | Long | 66.7% | +4.79% | 0.85 | 15 |
| 11.10 → 07.12 | Long | 66.7% | +4.77% | 0.90 | 15 |
| 12.10 → 07.12 | Long | 66.7% | +4.69% | 0.92 | 15 |
| 09.10 → 07.12 | Long | 66.7% | +4.67% | 0.86 | 15 |
| 11.10 → 05.12 | Long | 66.7% | +4.67% | 0.90 | 15 |