France ETFs
Over 2020 to 2025 (6 years of data), DSBFREUR has tended to move short between 09.10 and 27.11, closing higher in 100.0% of those years for an average +3.25% move and an annualized Sharpe of 6.96.
Best window
09.10 - 27.11
Direction
Short
Win rate
100.0%
Avg return
+3.25%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 27.11 | Short | 100.0% | +3.25% | 6.96 | 4 |
| 08.10 → 28.11 | Short | 100.0% | +2.38% | 3.18 | 6 |
| 10.10 → 28.11 | Short | 100.0% |
| +2.29% |
| 3.48 |
| 6 |
| 08.10 → 27.11 | Short | 100.0% | +2.18% | 3.22 | 6 |
| 07.10 → 28.11 | Short | 100.0% | +2.17% | 2.99 | 6 |
| 06.10 → 28.11 | Short | 100.0% | +2.15% | 2.54 | 6 |
| 10.10 → 27.11 | Short | 100.0% | +2.10% | 3.42 | 6 |
| 10.10 → 26.11 | Short | 100.0% | +2.05% | 3.04 | 6 |