France
Over 2022 to 2025 (4 years of data), DSYFREUR has tended to move short between 07.10 and 24.10, closing higher in 100.0% of those years for an average +7.01% move and an annualized Sharpe of 8.15.
Best window
07.10 - 24.10
Direction
Short
Win rate
100.0%
Avg return
+7.01%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 24.10 | Short | 100.0% | +7.01% | 8.15 | 4 |
| 06.10 → 24.10 | Short | 100.0% | +6.87% | 6.74 | 4 |
| 07.10 → 23.10 | Short | 100.0% |
| +6.62% |
| 12.49 |
| 4 |
| 06.10 → 23.10 | Short | 100.0% | +6.50% | 10.77 | 4 |
| 07.10 → 14.10 | Short | 100.0% | +3.94% | 8.54 | 4 |
| 07.10 → 13.10 | Short | 100.0% | +3.50% | 7.42 | 4 |
| 07.10 → 15.10 | Short | 100.0% | +3.31% | 7.03 | 4 |
| 08.10 → 14.10 | Short | 100.0% | +1.85% | 24.96 | 4 |