France
Over 2011 to 2026 (16 years of data), AFFREUR has tended to move long between 12.10 and 31.10, closing higher in 80.0% of those years for an average +4.39% move and an annualized Sharpe of 2.03.
Best window
12.10 - 31.10
Direction
Long
Win rate
80.0%
Avg return
+4.39%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 31.10 | Long | 80.0% | +4.39% | 2.03 | 15 |
| 13.10 → 31.10 | Long | 80.0% | +4.00% | 2.06 | 15 |
| 12.10 → 18.10 | Long | 80.0% |
| +3.78% |
| 4.76 |
| 15 |
| 14.10 → 18.10 | Long | 80.0% | +3.78% | 7.08 | 15 |
| 16.10 → 01.11 | Long | 80.0% | +3.67% | 1.80 | 15 |
| 14.10 → 17.10 | Long | 80.0% | +3.40% | 9.07 | 15 |
| 16.10 → 27.10 | Long | 80.0% | +3.32% | 2.69 | 15 |
| 12.10 → 30.10 | Long | 80.0% | +3.19% | 1.66 | 15 |