Spain
Over 2022 to 2026 (5 years of data), APPESEUR has tended to move long between 10.10 and 11.11, closing higher in 100.0% of those years for an average +3.78% move and an annualized Sharpe of 3.31.
Best window
10.10 - 11.11
Direction
Long
Win rate
100.0%
Avg return
+3.78%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 11.11 | Long | 100.0% | +3.78% | 3.31 | 3 |
| 10.10 → 02.12 | Long | 100.0% | +3.76% | 1.78 | 3 |
| 10.10 → 30.11 | Long | 100.0% |
| +3.66% |
| 1.77 |
| 3 |
| 08.10 → 11.11 | Long | 100.0% | +3.61% | 2.92 | 3 |
| 10.10 → 24.11 | Long | 100.0% | +3.60% | 1.91 | 3 |
| 10.10 → 29.11 | Long | 100.0% | +3.45% | 1.84 | 3 |
| 10.10 → 25.11 | Long | 100.0% | +3.42% | 1.82 | 3 |
| 10.10 → 28.11 | Long | 100.0% | +3.26% | 1.78 | 3 |