France
Over 2011 to 2026 (16 years of data), BNPFREUR has tended to move long between 10.10 and 07.12, closing higher in 80.0% of those years for an average +6.83% move and an annualized Sharpe of 1.13.
Best window
10.10 - 07.12
Direction
Long
Win rate
80.0%
Avg return
+6.83%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 07.12 | Long | 80.0% | +6.83% | 1.13 | 15 |
| 08.10 → 07.12 | Long | 80.0% | +6.61% | 1.08 | 15 |
| 10.10 → 06.12 | Long | 80.0% |
| +6.37% |
| 1.04 |
| 15 |
| 08.10 → 06.12 | Long | 80.0% | +6.14% | 0.99 | 15 |
| 08.10 → 05.12 | Long | 80.0% | +5.47% | 0.95 | 15 |
| 09.10 → 07.12 | Long | 73.3% | +6.51% | 1.06 | 15 |
| 11.10 → 07.12 | Long | 73.3% | +6.44% | 1.07 | 15 |
| 10.10 → 09.12 | Long | 73.3% | +6.32% | 0.98 | 15 |