France
Over 2011 to 2026 (16 years of data), AIFREUR has tended to move long between 11.10 and 30.11, closing higher in 86.7% of those years for an average +3.70% move and an annualized Sharpe of 1.52.
Best window
11.10 - 30.11
Direction
Long
Win rate
86.7%
Avg return
+3.70%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 30.11 | Long | 86.7% | +3.70% | 1.52 | 15 |
| 12.10 → 30.11 | Long | 86.7% | +3.51% | 1.42 | 15 |
| 11.10 → 11.11 | Long | 80.0% |
| +3.46% |
| 2.02 |
| 15 |
| 09.10 → 11.11 | Long | 80.0% | +3.45% | 1.74 | 15 |
| 10.10 → 11.11 | Long | 80.0% | +3.39% | 1.79 | 15 |
| 08.10 → 11.11 | Long | 80.0% | +3.31% | 1.60 | 15 |
| 10.10 → 29.11 | Long | 80.0% | +3.26% | 1.16 | 15 |
| 10.10 → 26.11 | Long | 80.0% | +3.19% | 1.13 | 15 |