France
Over 2011 to 2025 (15 years of data), EDFFREUR has tended to move short between 06.10 and 21.11, closing higher in 81.8% of those years for an average +2.88% move and an annualized Sharpe of 0.56.
Best window
06.10 - 21.11
Direction
Short
Win rate
81.8%
Avg return
+2.88%
Sample
11 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 21.11 | Short | 81.8% | +2.88% | 0.56 | 11 |
| 06.10 → 20.11 | Short | 81.8% | +2.76% | 0.57 | 11 |
| 06.10 → 22.11 | Short | 81.8% |
| +2.65% |
| 0.52 |
| 11 |
| 08.10 → 19.10 | Long | 81.8% | +1.99% | 1.83 | 11 |
| 06.10 → 19.10 | Long | 81.8% | +1.73% | 1.25 | 11 |
| 11.10 → 24.10 | Long | 81.8% | +1.42% | 1.71 | 11 |
| 12.10 → 22.10 | Long | 81.8% | +1.22% | 1.77 | 11 |
| 11.10 → 14.10 | Long | 81.8% | +1.16% | 9.38 | 11 |