Over 2011 to 2025 (15 years of data), BBVAESEUR has tended to move short between 17.08 and 20.08, closing higher in 80.0% of those years for an average +2.60% move and an annualized Sharpe of 10.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 20.08 | Short | 80.0% | +2.60% | 10.41 | 15 |
| 15.08 → 20.08 | Short | 80.0% | +1.85% | 4.58 | 15 |
| 17.08 → 21.08 | Short | 78.6% | +2.54% | 7.33 | 14 |
| 17.08 → 23.08 | Short | 73.3% | +2.46% | 4.22 | 15 |
| 12.08 → 06.10 | Long | 73.3% | +2.45% | 0.68 | 15 |
| 17.08 → 30.08 | Short | 73.3% | +2.18% | 2.22 | 15 |
| 17.08 → 22.08 | Short | 73.3% | +2.17% | 4.35 | 15 |
| 17.08 → 06.09 | Short | 73.3% | +2.13% | 1.17 | 15 |