France
Over 2022 to 2025 (4 years of data), HOFREUR has tended to move long between 08.10 and 23.10, closing higher in 100.0% of those years for an average +3.69% move and an annualized Sharpe of 6.55.
Best window
08.10 - 23.10
Direction
Long
Win rate
100.0%
Avg return
+3.69%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 23.10 | Long | 100.0% | +3.69% | 6.55 | 4 |
| 11.10 → 22.10 | Long | 100.0% | +3.11% | 8.86 | 4 |
| 11.10 → 23.10 | Long | 100.0% |
| +2.90% |
| 9.62 |
| 4 |
| 08.10 → 28.10 | Long | 75.0% | +5.36% | 3.08 | 4 |
| 07.10 → 28.10 | Long | 75.0% | +5.29% | 2.70 | 4 |
| 08.10 → 27.10 | Long | 75.0% | +4.79% | 2.96 | 4 |
| 07.10 → 27.10 | Long | 75.0% | +4.71% | 2.59 | 4 |
| 08.10 → 26.10 | Long | 75.0% | +4.62% | 3.07 | 4 |