France
Over 2011 to 2025 (15 years of data), LRFREUR has tended to move long between 10.10 and 02.11, closing higher in 80.0% of those years for an average +3.17% move and an annualized Sharpe of 1.90.
Best window
10.10 - 02.11
Direction
Long
Win rate
80.0%
Avg return
+3.17%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 02.11 | Long | 80.0% | +3.17% | 1.90 | 15 |
| 11.10 → 31.10 | Long | 80.0% | +2.90% | 1.87 | 15 |
| 09.10 → 02.11 | Long | 80.0% |
| +2.73% |
| 1.63 |
| 15 |
| 08.10 → 02.11 | Long | 80.0% | +2.72% | 1.58 | 15 |
| 10.10 → 28.10 | Long | 80.0% | +2.72% | 1.81 | 15 |
| 10.10 → 27.10 | Long | 80.0% | +2.56% | 1.92 | 15 |
| 10.10 → 26.10 | Long | 80.0% | +2.50% | 1.83 | 15 |
| 10.10 → 30.10 | Long | 80.0% | +2.47% | 1.56 | 15 |