France
Over 2011 to 2025 (15 years of data), ORFREUR has tended to move long between 11.10 and 10.12, closing higher in 86.7% of those years for an average +4.85% move and an annualized Sharpe of 1.35.
Best window
11.10 - 10.12
Direction
Long
Win rate
86.7%
Avg return
+4.85%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 86.7% | +4.85% | 1.35 | 15 |
| 07.10 → 01.12 | Long | 86.7% | +4.27% | 1.31 | 15 |
| 10.10 → 01.12 | Long | 86.7% |
| +4.20% |
| 1.32 |
| 15 |
| 07.10 → 30.11 | Long | 86.7% | +4.12% | 1.35 | 15 |
| 06.10 → 01.12 | Long | 86.7% | +4.10% | 1.23 | 15 |
| 05.10 → 01.12 | Long | 86.7% | +4.07% | 1.21 | 15 |
| 10.10 → 30.11 | Long | 86.7% | +4.05% | 1.37 | 15 |
| 06.10 → 30.11 | Long | 86.7% | +3.95% | 1.27 | 15 |