France
Over 2011 to 2025 (15 years of data), FRFREUR has tended to move long between 09.10 and 05.12, closing higher in 73.3% of those years for an average +4.74% move and an annualized Sharpe of 0.75.
Best window
09.10 - 05.12
Direction
Long
Win rate
73.3%
Avg return
+4.74%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 05.12 | Long | 73.3% | +4.74% | 0.75 | 15 |
| 06.10 → 05.12 | Long | 73.3% | +4.49% | 0.65 | 15 |
| 08.10 → 05.12 | Long | 73.3% |
| +4.36% |
| 0.74 |
| 15 |
| 10.10 → 05.12 | Long | 73.3% | +4.33% | 0.67 | 15 |
| 09.10 → 04.12 | Long | 73.3% | +4.21% | 0.67 | 15 |
| 07.10 → 05.12 | Long | 73.3% | +4.20% | 0.64 | 15 |
| 06.10 → 30.11 | Long | 73.3% | +4.15% | 0.58 | 15 |
| 09.10 → 03.12 | Long | 73.3% | +4.03% | 0.64 | 15 |