France
Over 2015 to 2025 (11 years of data), ENGIFREUR has tended to move long between 08.10 and 31.10, closing higher in 81.8% of those years for an average +2.41% move and an annualized Sharpe of 1.16.
Best window
08.10 - 31.10
Direction
Long
Win rate
81.8%
Avg return
+2.41%
Sample
11 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 31.10 | Long | 81.8% | +2.41% | 1.16 | 11 |
| 09.10 → 31.10 | Long | 81.8% | +2.31% | 1.16 | 11 |
| 10.10 → 31.10 | Long | 81.8% |
| +2.10% |
| 1.16 |
| 11 |
| 08.10 → 26.10 | Long | 81.8% | +1.98% | 1.26 | 11 |
| 08.10 → 23.10 | Long | 81.8% | +1.94% | 1.59 | 11 |
| 11.10 → 26.10 | Long | 81.8% | +1.93% | 1.58 | 11 |
| 08.10 → 27.10 | Long | 81.8% | +1.89% | 1.13 | 11 |
| 09.10 → 26.10 | Long | 81.8% | +1.87% | 1.26 | 11 |