France
Over 2011 to 2025 (15 years of data), VKFREUR has tended to move short between 11.10 and 31.10, closing higher in 80.0% of those years for an average +3.88% move and an annualized Sharpe of 1.90.
Best window
11.10 - 31.10
Direction
Short
Win rate
80.0%
Avg return
+3.88%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 31.10 | Short | 80.0% | +3.88% | 1.90 | 15 |
| 11.10 → 29.10 | Short | 73.3% | +4.81% | 1.98 | 15 |
| 11.10 → 01.11 | Short | 73.3% |
| +3.62% |
| 1.55 |
| 15 |
| 05.10 → 04.12 | Long | 66.7% | +7.93% | 0.55 | 15 |
| 05.10 → 30.11 | Long | 66.7% | +7.73% | 0.55 | 15 |
| 05.10 → 24.11 | Long | 66.7% | +6.80% | 0.52 | 15 |
| 05.10 → 25.11 | Long | 66.7% | +6.67% | 0.50 | 15 |
| 05.10 → 29.11 | Long | 66.7% | +6.29% | 0.46 | 15 |