France
Over 2011 to 2025 (15 years of data), RIFREUR has tended to move long between 11.10 and 22.10, closing higher in 86.7% of those years for an average +2.67% move and an annualized Sharpe of 3.10.
Best window
11.10 - 22.10
Direction
Long
Win rate
86.7%
Avg return
+2.67%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 22.10 | Long | 86.7% | +2.67% | 3.10 | 15 |
| 11.10 → 20.10 | Long | 86.7% | +2.04% | 3.25 | 15 |
| 11.10 → 08.11 | Long | 80.0% |
| +3.75% |
| 1.79 |
| 15 |
| 11.10 → 03.11 | Long | 80.0% | +2.77% | 1.70 | 15 |
| 11.10 → 02.11 | Long | 80.0% | +2.36% | 1.59 | 15 |
| 11.10 → 31.10 | Long | 80.0% | +2.33% | 1.70 | 15 |
| 11.10 → 21.10 | Long | 80.0% | +1.99% | 2.75 | 15 |
| 11.10 → 19.10 | Long | 80.0% | +1.67% | 2.97 | 15 |