France
Over 2011 to 2025 (15 years of data), CSFREUR has tended to move long between 05.10 and 03.12, closing higher in 80.0% of those years for an average +7.51% move and an annualized Sharpe of 1.52.
Best window
05.10 - 03.12
Direction
Long
Win rate
80.0%
Avg return
+7.51%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 03.12 | Long | 80.0% | +7.51% | 1.52 | 15 |
| 08.10 → 11.10 | Long | 80.0% | +1.40% | 5.24 | 15 |
| 05.10 → 04.12 | Long | 73.3% |
| +7.98% |
| 1.57 |
| 15 |
| 05.10 → 02.12 | Long | 73.3% | +7.81% | 1.63 | 15 |
| 08.10 → 07.12 | Long | 73.3% | +7.31% | 1.51 | 15 |
| 06.10 → 05.12 | Long | 73.3% | +7.29% | 1.55 | 15 |
| 10.10 → 07.12 | Long | 73.3% | +7.13% | 1.51 | 15 |
| 07.10 → 06.12 | Long | 73.3% | +7.12% | 1.52 | 15 |