France
Over 2022 to 2026 (5 years of data), ATOFREUR has tended to move long between 10.10 and 22.11, closing higher in 100.0% of those years for an average +26.07% move and an annualized Sharpe of 4.03.
Best window
10.10 - 22.11
Direction
Long
Win rate
100.0%
Avg return
+26.07%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 22.11 | Long | 100.0% | +26.07% | 4.03 | 3 |
| 08.10 → 22.11 | Long | 100.0% | +25.50% | 3.72 | 3 |
| 09.10 → 22.11 | Long | 100.0% |
| +25.50% |
| 3.76 |
| 3 |
| 11.10 → 22.11 | Long | 100.0% | +25.46% | 3.93 | 3 |
| 10.10 → 24.11 | Long | 100.0% | +25.01% | 4.09 | 3 |
| 11.10 → 24.11 | Long | 100.0% | +24.47% | 3.85 | 3 |
| 08.10 → 24.11 | Long | 100.0% | +24.46% | 3.76 | 3 |
| 09.10 → 24.11 | Long | 100.0% | +24.46% | 3.80 | 3 |