Europe
Over 1987 to 2026 (40 years of data), FRAIDXEUR has tended to move long between 15.10 and 05.11, closing higher in 81.6% of those years for an average +1.66% move and an annualized Sharpe of 1.44.
Best window
15.10 - 05.11
Direction
Long
Win rate
81.6%
Avg return
+1.66%
Sample
38 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.10 → 05.11 | Long | 81.6% | +1.66% | 1.44 | 38 |
| 12.10 → 07.12 | Long | 79.0% | +3.82% | 1.44 | 38 |
| 12.10 → 09.12 | Long | 79.0% |
| +3.77% |
| 1.40 |
| 38 |
| 13.10 → 07.12 | Long | 79.0% | +3.76% | 1.41 | 38 |
| 12.10 → 06.12 | Long | 79.0% | +3.72% | 1.42 | 38 |
| 12.10 → 11.11 | Long | 79.0% | +2.48% | 1.57 | 38 |
| 14.10 → 05.11 | Long | 79.0% | +1.89% | 1.56 | 38 |
| 16.10 → 05.11 | Long | 79.0% | +1.84% | 1.61 | 38 |