France
Over 2014 to 2026 (13 years of data), AIRFREUR has tended to move long between 11.10 and 10.11, closing higher in 100.0% of those years for an average +10.26% move and an annualized Sharpe of 3.36.
Best window
11.10 - 10.11
Direction
Long
Win rate
100.0%
Avg return
+10.26%
Sample
12 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.11 | Long | 100.0% | +10.26% | 3.36 | 12 |
| 11.10 → 11.11 | Long | 100.0% | +10.14% | 3.29 | 12 |
| 11.10 → 14.11 | Long | 100.0% |
| +10.05% |
| 2.95 |
| 12 |
| 11.10 → 09.11 | Long | 100.0% | +9.56% | 3.58 | 12 |
| 11.10 → 13.11 | Long | 100.0% | +9.41% | 3.27 | 12 |
| 11.10 → 25.11 | Long | 91.7% | +11.46% | 2.64 | 12 |
| 12.10 → 25.11 | Long | 91.7% | +10.65% | 2.35 | 12 |
| 11.10 → 15.11 | Long | 91.7% | +10.10% | 2.82 | 12 |