Spain
Over 2011 to 2026 (16 years of data), ACSESEUR has tended to move long between 06.10 and 11.11, closing higher in 80.0% of those years for an average +4.07% move and an annualized Sharpe of 1.81.
Best window
06.10 - 11.11
Direction
Long
Win rate
80.0%
Avg return
+4.07%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 11.11 | Long | 80.0% | +4.07% | 1.81 | 15 |
| 05.10 → 11.11 | Long | 80.0% | +3.79% | 1.54 | 15 |
| 08.10 → 11.11 | Long | 80.0% |
| +3.27% |
| 1.52 |
| 15 |
| 11.10 → 09.11 | Long | 80.0% | +3.04% | 1.58 | 15 |
| 10.10 → 10.11 | Long | 80.0% | +3.02% | 1.48 | 15 |
| 08.10 → 31.10 | Long | 80.0% | +3.01% | 1.57 | 15 |
| 10.10 → 11.11 | Long | 80.0% | +2.81% | 1.44 | 15 |
| 10.10 → 09.11 | Long | 80.0% | +2.64% | 1.42 | 15 |