France
Over 2013 to 2025 (13 years of data), ORAFREUR has tended to move long between 07.10 and 29.11, closing higher in 100.0% of those years for an average +8.18% move and an annualized Sharpe of 2.49.
Best window
07.10 - 29.11
Direction
Long
Win rate
100.0%
Avg return
+8.18%
Sample
13 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 29.11 | Long | 100.0% | +8.18% | 2.49 | 13 |
| 08.10 → 29.11 | Long | 100.0% | +8.15% | 2.18 | 13 |
| 07.10 → 25.11 | Long | 100.0% |
| +7.77% |
| 2.75 |
| 13 |
| 08.10 → 25.11 | Long | 100.0% | +7.73% | 2.38 | 13 |
| 07.10 → 30.11 | Long | 100.0% | +7.66% | 2.20 | 13 |
| 07.10 → 24.11 | Long | 100.0% | +7.46% | 2.74 | 13 |
| 08.10 → 24.11 | Long | 100.0% | +7.42% | 2.38 | 13 |
| 07.10 → 23.11 | Long | 100.0% | +7.30% | 2.63 | 13 |