France
Over 2011 to 2025 (15 years of data), VIEFREUR has tended to move long between 10.10 and 05.12, closing higher in 73.3% of those years for an average +3.29% move and an annualized Sharpe of 0.59.
Best window
10.10 - 05.12
Direction
Long
Win rate
73.3%
Avg return
+3.29%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 05.12 | Long | 73.3% | +3.29% | 0.59 | 15 |
| 09.10 → 05.12 | Long | 73.3% | +3.18% | 0.58 | 15 |
| 10.10 → 01.12 | Long | 73.3% |
| +3.18% |
| 0.63 |
| 15 |
| 11.10 → 05.12 | Long | 73.3% | +3.12% | 0.55 | 15 |
| 10.10 → 04.12 | Long | 73.3% | +3.09% | 0.56 | 15 |
| 10.10 → 06.12 | Long | 73.3% | +3.06% | 0.55 | 15 |
| 10.10 → 09.12 | Long | 73.3% | +3.04% | 0.50 | 15 |
| 10.10 → 03.12 | Long | 73.3% | +3.02% | 0.56 | 15 |