Spain
Over 2015 to 2026 (12 years of data), AENAESEUR has tended to move long between 11.10 and 29.11, closing higher in 90.9% of those years for an average +6.18% move and an annualized Sharpe of 1.83.
Best window
11.10 - 29.11
Direction
Long
Win rate
90.9%
Avg return
+6.18%
Sample
11 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 29.11 | Long | 90.9% | +6.18% | 1.83 | 11 |
| 11.10 → 28.11 | Long | 90.9% | +6.08% | 1.83 | 11 |
| 11.10 → 27.11 | Long | 90.9% |
| +6.07% |
| 1.72 |
| 11 |
| 11.10 → 26.11 | Long | 90.9% | +5.86% | 1.65 | 11 |
| 11.10 → 16.11 | Long | 90.9% | +5.12% | 1.74 | 11 |
| 11.10 → 05.11 | Long | 90.9% | +4.37% | 3.83 | 11 |
| 11.10 → 04.11 | Long | 90.9% | +3.86% | 3.25 | 11 |
| 11.10 → 03.11 | Long | 90.9% | +3.60% | 3.47 | 11 |