France
Over 2011 to 2025 (15 years of data), SAFFREUR has tended to move long between 12.10 and 11.11, closing higher in 86.7% of those years for an average +5.54% move and an annualized Sharpe of 1.87.
Best window
12.10 - 11.11
Direction
Long
Win rate
86.7%
Avg return
+5.54%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 11.11 | Long | 86.7% | +5.54% | 1.87 | 15 |
| 10.10 → 09.11 | Long | 86.7% | +5.48% | 2.08 | 15 |
| 10.10 → 08.11 | Long | 86.7% |
| +5.38% |
| 2.13 |
| 15 |
| 09.10 → 08.11 | Long | 86.7% | +4.96% | 1.84 | 15 |
| 12.10 → 10.11 | Long | 80.0% | +5.71% | 1.85 | 15 |
| 12.10 → 09.11 | Long | 80.0% | +5.55% | 2.23 | 15 |
| 11.10 → 09.11 | Long | 80.0% | +5.51% | 2.08 | 15 |
| 11.10 → 11.11 | Long | 80.0% | +5.50% | 1.76 | 15 |