

France
Over 2011 to 2025 (15 years of data), MCFREUR has tended to move long between 11.10 and 08.11, closing higher in 86.7% of those years for an average +5.33% move and an annualized Sharpe of 2.66.
Best window
11.10 - 08.11
Direction
Long
Win rate
86.7%
Avg return
+5.33%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.11 | Long | 86.7% | +5.33% | 2.66 | 15 |
| 11.10 → 07.11 | Long | 86.7% | +5.19% | 2.99 | 15 |
| 11.10 → 09.11 | Long | 86.7% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.9882 |
| 3 | 99.3421 |
| 4 | 99.5638 |
| 5 | 99.2187 |
| 6 | 99.1135 |
| 7 | 98.9831 |
| 8 | 99.2009 |
| 9 | 99.5265 |
| 10 | 99.5002 |
| 11 | 99.5221 |
| 12 | 100.1018 |
| 13 | 100.0332 |
| 14 | 99.6543 |
| 15 | 99.6017 |
| 16 | 100.0107 |
| 17 | 99.9422 |
| 18 | 100.3131 |
| 19 | 100.2342 |
| 20 | 100.2004 |
| 21 | 100.7093 |
| 22 | 101.2822 |
| 23 | 101.2714 |
| 24 | 101.2077 |
| 25 | 101.345 |
| 26 | 103.054 |
| 27 | 102.9058 |
| 28 | 102.7971 |
| 29 | 102.2848 |
| 30 | 102.2946 |
| 31 | 102.8749 |
| 32 | 103.3448 |
| 33 | 103.4248 |
| 34 | 103.6112 |
| 35 | 104.1847 |
| 36 | 104.2617 |
| 37 | 103.8296 |
| 38 | 103.5777 |
| 39 | 103.2676 |
| 40 | 103.3159 |
| 41 | 103.2927 |
| 42 | 102.8233 |
| 43 | 103.7763 |
| 44 | 103.8186 |
| 45 | 103.6951 |
| 46 | 104.7181 |
| 47 | 104.733 |
| 48 | 104.8892 |
| 49 | 104.8354 |
| 50 | 105.1144 |
| 51 | 105.4017 |
| 52 | 105.2157 |
| 53 | 105.5861 |
| 54 | 105.5919 |
| 55 | 104.3361 |
| 56 | 104.6191 |
| 57 | 104.6917 |
| 58 | 104.2354 |
| 59 | 104.1439 |
| 60 | 104.1216 |
| 61 | 104.1098 |
| 62 | 103.7584 |
| 63 | 103.2004 |
| 64 | 103.458 |
| 65 | 103.0511 |
| 66 | 102.0731 |
| 67 | 102.4497 |
| 68 | 103.1273 |
| 69 | 102.7957 |
| 70 | 102.8307 |
| 71 | 102.7267 |
| 72 | 101.9084 |
| 73 | 102.3803 |
| 74 | 102.2258 |
| 75 | 103.059 |
| 76 | 102.7116 |
| 77 | 102.7491 |
| 78 | 101.8507 |
| 79 | 102.1736 |
| 80 | 101.951 |
| 81 | 101.7855 |
| 82 | 101.1896 |
| 83 | 101.0141 |
| 84 | 101.725 |
| 85 | 102.2122 |
| 86 | 102.3449 |
| 87 | 102.1342 |
| 88 | 102.9221 |
| 89 | 103.1649 |
| 90 | 103.4741 |
| 91 | 103.5852 |
| 92 | 103.1977 |
| 93 | 102.8764 |
| 94 | 102.8797 |
| 95 | 102.613 |
| 96 | 102.2208 |
| 97 | 102.2514 |
| 98 | 103.1211 |
| 99 | 102.6798 |
| 100 | 103.7401 |
| 101 | 104.0069 |
| 102 | 104.137 |
| 103 | 104.7697 |
| 104 | 105.1694 |
| 105 | 104.8411 |
| 106 | 104.5965 |
| 107 | 104.3996 |
| 108 | 104.9551 |
| 109 | 104.6023 |
| 110 | 104.3359 |
| 111 | 104.6963 |
| 112 | 103.9946 |
| 113 | 104.2976 |
| 114 | 104.3958 |
| 115 | 104.2829 |
| 116 | 103.9454 |
| 117 | 104.2294 |
| 118 | 104.1925 |
| 119 | 104.0929 |
| 120 | 104.0748 |
| 121 | 103.8435 |
| 122 | 103.9022 |
| 123 | 104.3766 |
| 124 | 104.4256 |
| 125 | 103.6832 |
| 126 | 103.7385 |
| 127 | 103.446 |
| 128 | 104.1149 |
| 129 | 103.6374 |
| 130 | 103.7529 |
| 131 | 103.6946 |
| 132 | 103.8407 |
| 133 | 103.7218 |
| 134 | 104.0343 |
| 135 | 103.8137 |
| 136 | 104.167 |
| 137 | 104.2215 |
| 138 | 104.1408 |
| 139 | 104.5151 |
| 140 | 104.5711 |
| 141 | 104.8037 |
| 142 | 104.5475 |
| 143 | 103.645 |
| 144 | 103.34 |
| 145 | 103.5169 |
| 146 | 103.929 |
| 147 | 104.7116 |
| 148 | 105.0897 |
| 149 | 104.6048 |
| 150 | 104.803 |
| 151 | 104.1999 |
| 152 | 104.1335 |
| 153 | 104.3372 |
| 154 | 104.1267 |
| 155 | 104.4472 |
| 156 | 104.1626 |
| 157 | 104.4748 |
| 158 | 104.8721 |
| 159 | 105.3786 |
| 160 | 104.8702 |
| 161 | 104.8518 |
| 162 | 104.8218 |
| 163 | 104.2385 |
| 164 | 103.8248 |
| 165 | 103.7409 |
| 166 | 103.3745 |
| 167 | 103.8027 |
| 168 | 103.8692 |
| 169 | 104.0269 |
| 170 | 103.3813 |
| 171 | 103.1792 |
| 172 | 103.3385 |
| 173 | 103.519 |
| 174 | 103.3858 |
| 175 | 104.1271 |
| 176 | 103.333 |
| 177 | 103.3601 |
| 178 | 103.5034 |
| 179 | 103.19 |
| 180 | 102.9245 |
| 181 | 102.8405 |
| 182 | 103.3946 |
| 183 | 103.6389 |
| 184 | 103.8744 |
| 185 | 103.9019 |
| 186 | 103.6917 |
| 187 | 103.3323 |
| 188 | 103.1262 |
| 189 | 103.2887 |
| 190 | 103.8398 |
| 191 | 104.2238 |
| 192 | 104.1857 |
| 193 | 104.6206 |
| 194 | 105.0897 |
| 195 | 105.6554 |
| 196 | 105.4015 |
| 197 | 105.1716 |
| 198 | 105.0501 |
| 199 | 105.0407 |
| 200 | 105.0585 |
| 201 | 105.4146 |
| 202 | 105.5864 |
| 203 | 105.5907 |
| 204 | 105.703 |
| 205 | 105.3785 |
| 206 | 104.9201 |
| 207 | 104.7672 |
| 208 | 105.1306 |
| 209 | 106.2142 |
| 210 | 105.7947 |
| 211 | 105.5392 |
| 212 | 105.2513 |
| 213 | 105.1612 |
| 214 | 104.5211 |
| 215 | 104.3945 |
| 216 | 104.9939 |
| 217 | 104.7493 |
| 218 | 105.0876 |
| 219 | 105.294 |
| 220 | 105.6036 |
| 221 | 105.2645 |
| 222 | 105.6924 |
| 223 | 105.1866 |
| 224 | 105.1151 |
| 225 | 105.9347 |
| 226 | 105.7822 |
| 227 | 105.3985 |
| 228 | 105.6602 |
| 229 | 105.4515 |
| 230 | 104.9812 |
| 231 | 104.6997 |
| 232 | 104.7536 |
| 233 | 104.8061 |
| 234 | 104.8468 |
| 235 | 104.6895 |
| 236 | 104.2398 |
| 237 | 104.8708 |
| 238 | 104.6043 |
| 239 | 105.1377 |
| 240 | 105.1464 |
| 241 | 105.0531 |
| 242 | 105.0961 |
| 243 | 104.3834 |
| 244 | 104.0249 |
| 245 | 104.7169 |
| 246 | 105.1732 |
| 247 | 104.6762 |
| 248 | 103.6423 |
| 249 | 103.4872 |
| 250 | 103.8073 |
| 251 | 104.2185 |
| 252 | 104.3047 |
| 253 | 104.3367 |
| 254 | 104.396 |
| 255 | 104.5962 |
| 256 | 104.386 |
| 257 | 104.4223 |
| 258 | 104.5362 |
| 259 | 104.6746 |
| 260 | 104.4056 |
| 261 | 104.0865 |
| 262 | 104.0439 |
| 263 | 104.3898 |
| 264 | 104.5265 |
| 265 | 103.629 |
| 266 | 103.7216 |
| 267 | 103.5544 |
| 268 | 103.6043 |
| 269 | 103.6797 |
| 270 | 104.0289 |
| 271 | 103.8821 |
| 272 | 104.0595 |
| 273 | 104.3681 |
| 274 | 104.0763 |
| 275 | 103.6918 |
| 276 | 104.0267 |
| 277 | 103.9702 |
| 278 | 104.658 |
| 279 | 104.7582 |
| 280 | 104.7476 |
| 281 | 105.0073 |
| 282 | 104.5369 |
| 283 | 104.4386 |
| 284 | 104.166 |
| 285 | 104.8483 |
| 286 | 104.7946 |
| 287 | 104.6804 |
| 288 | 105.4371 |
| 289 | 104.7941 |
| 290 | 105.444 |
| 291 | 105.3741 |
| 292 | 105.419 |
| 293 | 105.5236 |
| 294 | 105.5417 |
| 295 | 105.7836 |
| 296 | 106.0851 |
| 297 | 106.019 |
| 298 | 106.7362 |
| 299 | 106.6108 |
| 300 | 106.7526 |
| 301 | 106.7484 |
| 302 | 106.7512 |
| 303 | 106.8299 |
| 304 | 107.3123 |
| 305 | 107.302 |
| 306 | 107.8177 |
| 307 | 107.9329 |
| 308 | 108.5766 |
| 309 | 108.9077 |
| 310 | 108.6223 |
| 311 | 108.4247 |
| 312 | 108.4965 |
| 313 | 108.0739 |
| 314 | 108.872 |
| 315 | 109.6024 |
| 316 | 109.767 |
| 317 | 108.967 |
| 318 | 109.1419 |
| 319 | 109.2627 |
| 320 | 109.2582 |
| 321 | 109.2955 |
| 322 | 109.301 |
| 323 | 109.2399 |
| 324 | 109.4047 |
| 325 | 109.8696 |
| 326 | 109.7875 |
| 327 | 109.8981 |
| 328 | 109.6366 |
| 329 | 110.0596 |
| 330 | 109.9685 |
| 331 | 109.6937 |
| 332 | 109.6704 |
| 333 | 109.6371 |
| 334 | 110.031 |
| 335 | 110.2136 |
| 336 | 109.6374 |
| 337 | 109.4897 |
| 338 | 109.5832 |
| 339 | 109.6135 |
| 340 | 109.5475 |
| 341 | 110.4615 |
| 342 | 110.4621 |
| 343 | 110.2517 |
| 344 | 109.984 |
| 345 | 110.0561 |
| 346 | 110.064 |
| 347 | 110.1849 |
| 348 | 109.8334 |
| 349 | 109.9311 |
| 350 | 110.3921 |
| 351 | 109.3382 |
| 352 | 109.6817 |
| 353 | 109.5735 |
| 354 | 109.5417 |
| 355 | 109.71 |
| 356 | 109.5365 |
| 357 | 109.8591 |
| 358 | 109.5881 |
| 359 | 109.5566 |
| 360 | 109.5566 |
| 361 | 110.1274 |
| 362 | 110.1669 |
| 363 | 110.481 |
| 364 | 110.3254 |
| 365 | 110.4264 |
| 366 | 111.1123 |
| +5.17% |
| 2.57 |
| 15 |
| 11.10 → 05.11 | Long | 86.7% | +5.16% | 3.00 | 15 |
| 11.10 → 06.11 | Long | 86.7% | +4.62% | 2.68 | 15 |
| 11.10 → 07.12 | Long | 80.0% | +7.01% | 1.61 | 15 |
| 11.10 → 01.12 | Long | 80.0% | +6.93% | 1.74 | 15 |
| 11.10 → 08.12 | Long | 80.0% | +6.85% | 1.46 | 15 |