France
Over 2011 to 2026 (16 years of data), CAPFREUR has tended to move long between 11.10 and 28.11, closing higher in 80.0% of those years for an average +4.09% move and an annualized Sharpe of 1.06.
Best window
11.10 - 28.11
Direction
Long
Win rate
80.0%
Avg return
+4.09%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 28.11 | Long | 80.0% | +4.09% | 1.06 | 15 |
| 05.10 → 28.11 | Long | 80.0% | +3.11% | 0.70 | 15 |
| 06.10 → 28.11 | Long | 80.0% |
| +2.35% |
| 0.56 |
| 15 |
| 09.10 → 09.11 | Long | 80.0% | +2.24% | 0.84 | 15 |
| 06.10 → 09.10 | Short | 80.0% | +1.33% | 4.55 | 15 |
| 11.10 → 05.12 | Long | 73.3% | +4.60% | 0.97 | 15 |
| 11.10 → 01.12 | Long | 73.3% | +4.40% | 0.98 | 15 |
| 10.10 → 09.12 | Long | 73.3% | +4.38% | 0.85 | 15 |