Spain
Over 2011 to 2026 (16 years of data), AMSESEUR has tended to move long between 11.10 and 13.11, closing higher in 80.0% of those years for an average +4.09% move and an annualized Sharpe of 1.89.
Best window
11.10 - 13.11
Direction
Long
Win rate
80.0%
Avg return
+4.09%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 13.11 | Long | 80.0% | +4.09% | 1.89 | 15 |
| 11.10 → 12.11 | Long | 80.0% | +3.84% | 1.95 | 15 |
| 12.10 → 13.11 | Long | 78.6% |
| +3.88% |
| 1.74 |
| 14 |
| 12.10 → 12.11 | Long | 78.6% | +3.61% | 1.78 | 14 |
| 08.10 → 11.11 | Long | 73.3% | +4.76% | 1.64 | 15 |
| 11.10 → 11.11 | Long | 73.3% | +4.53% | 2.16 | 15 |
| 10.10 → 11.11 | Long | 73.3% | +4.51% | 1.86 | 15 |
| 08.10 → 10.11 | Long | 73.3% | +4.41% | 1.51 | 15 |