Over 2011 to 2025 (15 years of data), BBVAESEUR has tended to move long between 11.07 and 28.07, closing higher in 86.7% of those years for an average +2.55% move and an annualized Sharpe of 3.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 28.07 | Long | 86.7% | +2.55% | 3.30 | 15 |
| 11.07 → 29.07 | Long | 86.7% | +2.47% | 2.40 | 15 |
| 11.07 → 30.07 | Long | 86.7% | +2.39% | 1.45 | 15 |
| 10.07 → 28.07 | Long | 80.0% | +2.43% | 2.91 | 15 |
| 11.07 → 27.07 | Long | 80.0% | +2.25% | 2.81 | 15 |
| 10.07 → 30.07 | Long | 80.0% | +2.20% | 1.58 | 15 |
| 12.07 → 27.07 | Long | 80.0% | +2.11% | 2.37 | 15 |
| 13.07 → 27.07 | Long | 80.0% | +1.91% | 2.06 | 15 |