France
Over 2011 to 2025 (15 years of data), GLEFREUR has tended to move long between 10.10 and 07.12, closing higher in 80.0% of those years for an average +10.79% move and an annualized Sharpe of 1.37.
Best window
10.10 - 07.12
Direction
Long
Win rate
80.0%
Avg return
+10.79%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 07.12 | Long | 80.0% | +10.79% | 1.37 | 15 |
| 08.10 → 07.12 | Long | 80.0% | +10.50% | 1.31 | 15 |
| 10.10 → 08.12 | Long | 80.0% |
| +10.40% |
| 1.24 |
| 15 |
| 10.10 → 06.12 | Long | 80.0% | +10.08% | 1.33 | 15 |
| 08.10 → 06.12 | Long | 80.0% | +9.79% | 1.27 | 15 |
| 10.10 → 04.12 | Long | 80.0% | +9.44% | 1.33 | 15 |
| 10.10 → 05.12 | Long | 80.0% | +9.43% | 1.38 | 15 |
| 12.10 → 07.12 | Long | 80.0% | +9.35% | 1.24 | 15 |