France
Over 2011 to 2025 (15 years of data), UGFREUR has tended to move short between 08.10 and 29.10, closing higher in 80.0% of those years for an average +4.80% move and an annualized Sharpe of 1.42.
Best window
08.10 - 29.10
Direction
Short
Win rate
80.0%
Avg return
+4.80%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 29.10 | Short | 80.0% | +4.80% | 1.42 | 10 |
| 08.10 → 30.10 | Short | 80.0% | +4.57% | 1.20 | 10 |
| 07.10 → 29.10 | Short | 80.0% |
| +4.55% |
| 1.29 |
| 10 |
| 07.10 → 30.10 | Short | 80.0% | +4.31% | 1.09 | 10 |
| 09.10 → 29.10 | Short | 80.0% | +4.20% | 1.24 | 10 |
| 07.10 → 28.10 | Short | 80.0% | +4.03% | 1.16 | 10 |
| 09.10 → 30.10 | Short | 80.0% | +3.95% | 1.03 | 10 |
| 06.10 → 29.10 | Short | 80.0% | +3.62% | 0.93 | 10 |