France
Over 2011 to 2025 (15 years of data), SUFREUR has tended to move long between 10.10 and 01.12, closing higher in 80.0% of those years for an average +5.89% move and an annualized Sharpe of 1.54.
Best window
10.10 - 01.12
Direction
Long
Win rate
80.0%
Avg return
+5.89%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 01.12 | Long | 80.0% | +5.89% | 1.54 | 15 |
| 10.10 → 02.12 | Long | 80.0% | +5.64% | 1.53 | 15 |
| 11.10 → 01.12 | Long | 73.3% |
| +6.21% |
| 1.59 |
| 15 |
| 11.10 → 30.11 | Long | 73.3% | +6.09% | 1.68 | 15 |
| 11.10 → 02.12 | Long | 73.3% | +5.96% | 1.59 | 15 |
| 09.10 → 01.12 | Long | 73.3% | +5.95% | 1.55 | 15 |
| 09.10 → 30.11 | Long | 73.3% | +5.85% | 1.60 | 15 |
| 11.10 → 04.12 | Long | 73.3% | +5.81% | 1.59 | 15 |