Europe
Over 1987 to 2025 (39 years of data), FRAIDXEUR has tended to move long between 10.10 and 07.12, closing higher in 84.2% of those years for an average +4.16% move and an annualized Sharpe of 1.34.
Best window
10.10 - 07.12
Direction
Long
Win rate
84.2%
Avg return
+4.16%
Sample
38 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 07.12 | Long | 84.2% | +4.16% | 1.34 | 38 |
| 10.10 → 06.12 | Long | 81.6% | +4.08% | 1.30 | 38 |
| 09.10 → 07.12 | Long | 81.6% |
| +3.65% |
| 1.10 |
| 38 |
| 10.10 → 09.12 | Long | 79.0% | +4.12% | 1.32 | 38 |
| 11.10 → 09.12 | Long | 79.0% | +3.75% | 1.33 | 38 |
| 08.10 → 07.12 | Long | 79.0% | +3.63% | 1.07 | 38 |
| 10.10 → 14.11 | Long | 79.0% | +3.14% | 1.49 | 38 |
| 11.10 → 14.11 | Long | 79.0% | +2.78% | 1.51 | 38 |