France
Over 2011 to 2025 (15 years of data), DGFREUR has tended to move long between 11.10 and 25.11, closing higher in 80.0% of those years for an average +2.88% move and an annualized Sharpe of 0.82.
Best window
11.10 - 25.11
Direction
Long
Win rate
80.0%
Avg return
+2.88%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 25.11 | Long | 80.0% | +2.88% | 0.82 | 15 |
| 11.10 → 31.10 | Long | 80.0% | +2.87% | 2.09 | 15 |
| 11.10 → 24.11 | Long | 80.0% |
| +2.70% |
| 0.76 |
| 15 |
| 11.10 → 25.10 | Long | 80.0% | +1.47% | 1.52 | 15 |
| 08.10 → 21.10 | Long | 80.0% | +0.88% | 1.13 | 15 |
| 09.10 → 08.11 | Long | 73.3% | +3.52% | 1.73 | 15 |
| 08.10 → 08.11 | Long | 73.3% | +3.50% | 1.77 | 15 |
| 07.10 → 08.11 | Long | 73.3% | +3.48% | 1.66 | 15 |