France
Over 2011 to 2025 (15 years of data), ENFREUR has tended to move long between 08.10 and 18.10, closing higher in 86.7% of those years for an average +3.52% move and an annualized Sharpe of 4.17.
Best window
08.10 - 18.10
Direction
Long
Win rate
86.7%
Avg return
+3.52%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 18.10 | Long | 86.7% | +3.52% | 4.17 | 15 |
| 08.10 → 17.10 | Long | 86.7% | +3.46% | 4.60 | 15 |
| 06.10 → 18.10 | Long | 86.7% |
| +3.32% |
| 4.09 |
| 15 |
| 06.10 → 17.10 | Long | 86.7% | +3.27% | 4.37 | 15 |
| 08.10 → 16.10 | Long | 86.7% | +3.06% | 4.11 | 15 |
| 10.10 → 18.10 | Long | 86.7% | +3.05% | 4.41 | 15 |
| 10.10 → 17.10 | Long | 86.7% | +2.99% | 5.08 | 15 |
| 10.10 → 16.10 | Long | 86.7% | +2.60% | 4.53 | 15 |