France
Over 2011 to 2025 (15 years of data), VIVFREUR has tended to move long between 09.10 and 27.10, closing higher in 86.7% of those years for an average +2.27% move and an annualized Sharpe of 2.73.
Best window
09.10 - 27.10
Direction
Long
Win rate
86.7%
Avg return
+2.27%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 27.10 | Long | 86.7% | +2.27% | 2.73 | 15 |
| 08.10 → 23.10 | Long | 86.7% | +2.08% | 2.75 | 15 |
| 11.10 → 27.10 | Long | 86.7% |
| +2.04% |
| 2.87 |
| 15 |
| 09.10 → 29.10 | Long | 86.7% | +1.97% | 2.64 | 15 |
| 08.10 → 18.10 | Long | 86.7% | +1.89% | 2.80 | 15 |
| 10.10 → 31.10 | Long | 86.7% | +1.88% | 2.07 | 15 |
| 09.10 → 18.10 | Long | 86.7% | +1.87% | 2.82 | 15 |
| 06.10 → 31.10 | Long | 86.7% | +1.83% | 2.04 | 15 |