France
Over 2022 to 2025 (4 years of data), MLFREUR has tended to move short between 05.10 and 20.10, closing higher in 100.0% of those years for an average +5.49% move and an annualized Sharpe of 5.19.
Best window
05.10 - 20.10
Direction
Short
Win rate
100.0%
Avg return
+5.49%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 20.10 | Short | 100.0% | +5.49% | 5.19 | 4 |
| 05.10 → 19.10 | Short | 100.0% | +5.06% | 4.57 | 4 |
| 05.10 → 21.10 | Short | 100.0% |
| +4.89% |
| 5.01 |
| 4 |
| 06.10 → 13.10 | Short | 100.0% | +4.32% | 8.63 | 3 |
| 05.10 → 24.10 | Short | 75.0% | +5.50% | 2.92 | 4 |
| 05.10 → 14.10 | Short | 75.0% | +5.24% | 4.05 | 4 |
| 06.10 → 20.10 | Short | 75.0% | +4.97% | 4.04 | 4 |
| 06.10 → 24.10 | Short | 75.0% | +4.92% | 2.25 | 4 |