France
Over 2011 to 2025 (15 years of data), UGFREUR has tended to move short between 16.09 and 15.10, closing higher in 90.0% of those years for an average +6.98% move and an annualized Sharpe of 2.65.
Best window
16.09 - 15.10
Direction
Short
Win rate
90.0%
Avg return
+6.98%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.09 → 15.10 | Short | 90.0% | +6.98% | 2.65 | 10 |
| 16.09 → 13.10 | Short | 90.0% | +6.88% | 3.23 | 10 |
| 15.09 → 15.10 | Short | 90.0% |
| +6.49% |
| 2.31 |
| 10 |
| 18.09 → 13.10 | Short | 90.0% | +6.43% | 3.06 | 10 |
| 15.09 → 13.10 | Short | 90.0% | +6.39% | 2.77 | 10 |
| 21.09 → 15.10 | Short | 90.0% | +6.15% | 2.76 | 10 |
| 16.09 → 14.10 | Short | 90.0% | +6.04% | 2.81 | 10 |
| 17.09 → 13.10 | Short | 90.0% | +5.94% | 2.88 | 10 |