France
Over 2011 to 2026 (16 years of data), BNFREUR has tended to move long between 09.10 and 11.11, closing higher in 80.0% of those years for an average +2.97% move and an annualized Sharpe of 1.47.
Best window
09.10 - 11.11
Direction
Long
Win rate
80.0%
Avg return
+2.97%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 11.11 | Long | 80.0% | +2.97% | 1.47 | 15 |
| 11.10 → 11.11 | Long | 80.0% | +2.64% | 1.42 | 15 |
| 10.10 → 11.11 | Long | 80.0% |
| +2.60% |
| 1.38 |
| 15 |
| 09.10 → 12.11 | Long | 80.0% | +2.59% | 1.24 | 15 |
| 09.10 → 10.11 | Long | 80.0% | +2.44% | 1.27 | 15 |
| 11.10 → 09.11 | Long | 80.0% | +2.28% | 1.40 | 15 |
| 10.10 → 12.11 | Long | 80.0% | +2.22% | 1.16 | 15 |
| 10.10 → 10.11 | Long | 80.0% | +2.08% | 1.16 | 15 |