France
Over 2011 to 2025 (15 years of data), RNOFREUR has tended to move long between 10.10 and 17.10, closing higher in 86.7% of those years for an average +2.66% move and an annualized Sharpe of 4.70.
Best window
10.10 - 17.10
Direction
Long
Win rate
86.7%
Avg return
+2.66%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 17.10 | Long | 86.7% | +2.66% | 4.70 | 15 |
| 11.10 → 17.10 | Long | 80.0% | +2.61% | 6.64 | 15 |
| 10.10 → 18.10 | Long | 80.0% |
| +1.95% |
| 3.25 |
| 15 |
| 06.10 → 17.10 | Long | 73.3% | +5.35% | 3.94 | 15 |
| 09.10 → 18.11 | Long | 73.3% | +3.90% | 0.79 | 15 |
| 07.10 → 18.10 | Long | 73.3% | +3.47% | 3.39 | 15 |
| 07.10 → 21.10 | Long | 73.3% | +2.85% | 1.93 | 15 |
| 11.10 → 05.11 | Long | 73.3% | +2.70% | 1.03 | 15 |