France
Over 2011 to 2026 (16 years of data), AFFREUR has tended to move long between 08.10 and 31.10, closing higher in 86.7% of those years for an average +4.80% move and an annualized Sharpe of 1.97.
Best window
08.10 - 31.10
Direction
Long
Win rate
86.7%
Avg return
+4.80%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 31.10 | Long | 86.7% | +4.80% | 1.97 | 15 |
| 11.10 → 31.10 | Long | 86.7% | +4.80% | 2.05 | 15 |
| 09.10 → 31.10 | Long | 86.7% |
| +4.10% |
| 1.70 |
| 15 |
| 10.10 → 18.10 | Long | 86.7% | +3.87% | 3.88 | 15 |
| 11.10 → 30.10 | Long | 86.7% | +3.59% | 1.74 | 15 |
| 10.10 → 17.10 | Long | 86.7% | +3.53% | 3.86 | 15 |
| 08.10 → 01.11 | Long | 80.0% | +4.94% | 1.96 | 15 |
| 10.10 → 01.11 | Long | 80.0% | +4.60% | 1.89 | 15 |