France
Over 2022 to 2025 (4 years of data), SWFREUR has tended to move long between 08.10 and 22.10, closing higher in 100.0% of those years for an average +3.58% move and an annualized Sharpe of 6.93.
Best window
08.10 - 22.10
Direction
Long
Win rate
100.0%
Avg return
+3.58%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 22.10 | Long | 100.0% | +3.58% | 6.93 | 4 |
| 07.10 → 22.10 | Long | 100.0% | +3.38% | 9.10 | 4 |
| 11.10 → 17.10 | Long | 100.0% |
| +3.36% |
| 19.17 |
| 4 |
| 08.10 → 17.10 | Long | 100.0% | +3.24% | 57.71 | 4 |
| 06.10 → 22.10 | Long | 100.0% | +3.23% | 34.33 | 4 |
| 09.10 → 22.10 | Long | 100.0% | +3.07% | 5.62 | 4 |
| 11.10 → 18.10 | Long | 100.0% | +3.07% | 9.20 | 4 |
| 07.10 → 17.10 | Long | 100.0% | +3.06% | 14.66 | 4 |