France
Over 2011 to 2025 (15 years of data), PUBFREUR has tended to move long between 11.10 and 18.10, closing higher in 86.7% of those years for an average +3.48% move and an annualized Sharpe of 7.27.
Best window
11.10 - 18.10
Direction
Long
Win rate
86.7%
Avg return
+3.48%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 18.10 | Long | 86.7% | +3.48% | 7.27 | 15 |
| 11.10 → 02.12 | Long | 80.0% | +6.41% | 1.40 | 15 |
| 11.10 → 01.12 | Long | 80.0% |
| +6.35% |
| 1.38 |
| 15 |
| 11.10 → 04.12 | Long | 80.0% | +6.09% | 1.29 | 15 |
| 11.10 → 03.12 | Long | 80.0% | +6.07% | 1.36 | 15 |
| 11.10 → 29.11 | Long | 80.0% | +5.87% | 1.38 | 15 |
| 11.10 → 30.11 | Long | 80.0% | +5.79% | 1.37 | 15 |
| 11.10 → 28.11 | Long | 80.0% | +5.34% | 1.23 | 15 |