Spain
Over 2011 to 2026 (16 years of data), BBVAESEUR has tended to move long between 08.10 and 03.11, closing higher in 86.7% of those years for an average +4.22% move and an annualized Sharpe of 2.32.
Best window
08.10 - 03.11
Direction
Long
Win rate
86.7%
Avg return
+4.22%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 03.11 | Long | 86.7% | +4.22% | 2.32 | 15 |
| 06.10 → 03.11 | Long | 86.7% | +3.61% | 2.06 | 15 |
| 08.10 → 02.11 | Long | 80.0% |
| +3.80% |
| 2.18 |
| 15 |
| 07.10 → 03.11 | Long | 80.0% | +3.72% | 2.11 | 15 |
| 08.10 → 01.11 | Long | 80.0% | +3.54% | 1.75 | 15 |
| 08.10 → 04.11 | Long | 80.0% | +3.26% | 1.65 | 15 |
| 11.10 → 07.11 | Long | 73.3% | +4.67% | 1.73 | 15 |
| 11.10 → 03.11 | Long | 73.3% | +4.54% | 2.51 | 15 |