France
Over 2011 to 2025 (15 years of data), LIFREUR has tended to move long between 06.10 and 04.11, closing higher in 86.7% of those years for an average +3.96% move and an annualized Sharpe of 1.91.
Best window
06.10 - 04.11
Direction
Long
Win rate
86.7%
Avg return
+3.96%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 04.11 | Long | 86.7% | +3.96% | 1.91 | 15 |
| 08.10 → 04.11 | Long | 86.7% | +3.90% | 1.93 | 15 |
| 07.10 → 04.11 | Long | 86.7% |
| +3.89% |
| 1.83 |
| 15 |
| 06.10 → 03.11 | Long | 86.7% | +3.66% | 2.20 | 15 |
| 06.10 → 31.10 | Long | 86.7% | +3.57% | 2.22 | 15 |
| 08.10 → 31.10 | Long | 86.7% | +3.51% | 2.25 | 15 |
| 07.10 → 31.10 | Long | 86.7% | +3.49% | 2.12 | 15 |
| 06.10 → 02.11 | Long | 86.7% | +3.44% | 2.10 | 15 |