France
Over 2011 to 2025 (15 years of data), SANFREUR has tended to move long between 12.10 and 22.10, closing higher in 80.0% of those years for an average +0.77% move and an annualized Sharpe of 1.55.
Best window
12.10 - 22.10
Direction
Long
Win rate
80.0%
Avg return
+0.77%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 22.10 | Long | 80.0% | +0.77% | 1.55 | 15 |
| 12.10 → 24.10 | Long | 73.3% | +1.09% | 1.60 | 15 |
| 12.10 → 23.10 | Long | 73.3% |
| +0.89% |
| 1.46 |
| 15 |
| 12.10 → 16.10 | Long | 73.3% | +0.52% | 2.08 | 15 |
| 07.10 → 04.11 | Long | 73.3% | -0.29% | -0.11 | 15 |
| 08.10 → 06.12 | Short | 66.7% | +2.28% | 0.64 | 15 |
| 07.10 → 07.11 | Short | 66.7% | +1.53% | 0.58 | 15 |
| 11.10 → 24.10 | Long | 66.7% | +1.19% | 1.62 | 15 |