France ETFs
Over 2020 to 2025 (6 years of data), LVCFREUR has tended to move long between 06.10 and 17.10, closing higher in 100.0% of those years for an average +2.12% move and an annualized Sharpe of 5.75.
Best window
06.10 - 17.10
Direction
Long
Win rate
100.0%
Avg return
+2.12%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 17.10 | Long | 100.0% | +2.12% | 5.75 | 6 |
| 11.10 → 08.12 | Long | 83.3% | +14.19% | 2.62 | 6 |
| 11.10 → 07.12 | Long | 83.3% |
| +14.17% |
| 2.54 |
| 6 |
| 11.10 → 09.12 | Long | 83.3% | +14.16% | 2.53 | 6 |
| 09.10 → 08.12 | Long | 83.3% | +13.90% | 2.41 | 6 |
| 09.10 → 07.12 | Long | 83.3% | +13.87% | 2.35 | 6 |
| 08.10 → 07.12 | Long | 83.3% | +13.85% | 2.50 | 6 |
| 12.10 → 08.12 | Long | 83.3% | +13.59% | 2.52 | 6 |