France
Over 2011 to 2025 (15 years of data), FPFREUR has tended to move long between 05.10 and 02.12, closing higher in 80.0% of those years for an average +5.07% move and an annualized Sharpe of 1.01.
Best window
05.10 - 02.12
Direction
Long
Win rate
80.0%
Avg return
+5.07%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 02.12 | Long | 80.0% | +5.07% | 1.01 | 15 |
| 05.10 → 01.12 | Long | 80.0% | +4.91% | 0.98 | 15 |
| 05.10 → 23.11 | Long | 80.0% |
| +4.71% |
| 1.14 |
| 15 |
| 05.10 → 03.12 | Long | 80.0% | +4.61% | 0.93 | 15 |
| 05.10 → 04.12 | Long | 80.0% | +4.60% | 0.84 | 15 |
| 07.10 → 24.11 | Long | 80.0% | +3.95% | 0.97 | 15 |
| 10.10 → 25.11 | Long | 80.0% | +3.65% | 0.97 | 15 |
| 11.10 → 26.11 | Long | 80.0% | +3.65% | 0.92 | 15 |