Over 2011 to 2025 (15 years of data), BBVAESEUR has tended to move long between 24.08 and 23.10, closing higher in 80.0% of those years for an average +5.89% move and an annualized Sharpe of 1.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 23.10 | Long | 80.0% | +5.89% | 1.43 | 15 |
| 26.08 → 06.10 | Long | 80.0% | +3.38% | 1.58 | 15 |
| 24.08 → 27.09 | Long | 80.0% | +3.05% | 1.58 | 15 |
| 23.08 → 27.09 | Long | 80.0% | +2.87% | 1.55 | 15 |
| 27.08 → 27.09 | Long | 80.0% | +2.83% | 1.38 | 15 |
| 28.08 → 27.09 | Long | 80.0% | +2.74% | 1.24 | 15 |
| 26.08 → 27.09 | Long | 80.0% | +2.59% | 1.35 | 15 |
| 26.08 → 29.09 | Long | 80.0% | +2.52% | 1.27 | 15 |