France
Over 2011 to 2025 (15 years of data), SGOFREUR has tended to move long between 10.10 and 23.11, closing higher in 80.0% of those years for an average +3.89% move and an annualized Sharpe of 1.03.
Best window
10.10 - 23.11
Direction
Long
Win rate
80.0%
Avg return
+3.89%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 23.11 | Long | 80.0% | +3.89% | 1.03 | 15 |
| 06.10 → 30.11 | Long | 80.0% | +3.70% | 1.26 | 15 |
| 06.10 → 01.12 | Long | 80.0% |
| +3.69% |
| 1.14 |
| 15 |
| 06.10 → 02.12 | Long | 80.0% | +3.53% | 1.07 | 15 |
| 06.10 → 29.11 | Long | 78.6% | +3.99% | 1.37 | 14 |
| 11.10 → 16.10 | Long | 78.6% | +1.45% | 4.30 | 14 |
| 12.10 → 16.10 | Long | 78.6% | +1.15% | 4.37 | 14 |
| 10.10 → 07.12 | Long | 73.3% | +5.12% | 1.17 | 15 |