France
Over 2011 to 2025 (15 years of data), SGOFREUR has tended to move long between 05.10 and 30.11, closing higher in 80.0% of those years for an average +4.26% move and an annualized Sharpe of 1.30.
Best window
05.10 - 30.11
Direction
Long
Win rate
80.0%
Avg return
+4.26%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 30.11 | Long | 80.0% | +4.26% | 1.30 | 15 |
| 05.10 → 29.11 | Long | 80.0% | +4.25% | 1.42 | 15 |
| 05.10 → 01.12 | Long | 80.0% |
| +4.24% |
| 1.21 |
| 15 |
| 05.10 → 02.12 | Long | 80.0% | +4.09% | 1.14 | 15 |
| 10.10 → 23.11 | Long | 80.0% | +3.89% | 1.03 | 15 |
| 05.10 → 28.11 | Long | 80.0% | +3.88% | 1.39 | 15 |
| 05.10 → 27.11 | Long | 80.0% | +3.74% | 1.35 | 15 |
| 06.10 → 30.11 | Long | 80.0% | +3.70% | 1.26 | 15 |