France
Over 2011 to 2026 (16 years of data), ALOFREUR has tended to move long between 11.10 and 16.10, closing higher in 93.3% of those years for an average +1.64% move and an annualized Sharpe of 4.11.
Best window
11.10 - 16.10
Direction
Long
Win rate
93.3%
Avg return
+1.64%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 16.10 | Long | 93.3% | +1.64% | 4.11 | 15 |
| 11.10 → 14.11 | Long | 86.7% | +8.61% | 2.10 | 15 |
| 10.10 → 14.11 | Long | 86.7% |
| +8.60% |
| 2.05 |
| 15 |
| 09.10 → 14.11 | Long | 86.7% | +8.47% | 1.99 | 15 |
| 10.10 → 12.11 | Long | 86.7% | +6.41% | 1.49 | 15 |
| 08.10 → 12.11 | Long | 86.7% | +6.35% | 1.44 | 15 |
| 09.10 → 12.11 | Long | 86.7% | +6.28% | 1.44 | 15 |
| 11.10 → 09.11 | Long | 86.7% | +6.20% | 1.97 | 15 |