France
Over 2011 to 2025 (15 years of data), KERFREUR has tended to move long between 05.10 and 07.11, closing higher in 86.7% of those years for an average +6.40% move and an annualized Sharpe of 2.36.
Best window
05.10 - 07.11
Direction
Long
Win rate
86.7%
Avg return
+6.40%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 07.11 | Long | 86.7% | +6.40% | 2.36 | 15 |
| 07.10 → 07.11 | Long | 86.7% | +6.13% | 2.56 | 15 |
| 06.10 → 07.11 | Long | 86.7% |
| +5.99% |
| 2.45 |
| 15 |
| 11.10 → 11.11 | Long | 86.7% | +5.65% | 2.30 | 15 |
| 11.10 → 08.11 | Long | 86.7% | +5.43% | 2.61 | 15 |
| 11.10 → 07.11 | Long | 86.7% | +5.34% | 2.85 | 15 |
| 11.10 → 12.11 | Long | 86.7% | +5.24% | 1.88 | 15 |
| 11.10 → 09.11 | Long | 86.7% | +5.23% | 2.72 | 15 |