France
Over 2022 to 2025 (4 years of data), RMSFREUR has tended to move long between 11.10 and 09.12, closing higher in 100.0% of those years for an average +12.62% move and an annualized Sharpe of 3.68.
Best window
11.10 - 09.12
Direction
Long
Win rate
100.0%
Avg return
+12.62%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.12 | Long | 100.0% | +12.62% | 3.68 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +12.27% | 3.87 | 4 |
| 11.10 → 10.12 | Long | 100.0% |
| +12.20% |
| 3.18 |
| 4 |
| 11.10 → 07.12 | Long | 100.0% | +11.88% | 3.85 | 4 |
| 11.10 → 06.12 | Long | 100.0% | +11.72% | 3.83 | 4 |
| 12.10 → 11.12 | Long | 100.0% | +11.38% | 3.56 | 4 |
| 10.10 → 09.12 | Long | 100.0% | +11.30% | 2.95 | 4 |
| 12.10 → 09.12 | Long | 100.0% | +11.19% | 3.71 | 4 |