Spain
Over 2011 to 2026 (16 years of data), CABKESEUR has tended to move long between 05.10 and 18.10, closing higher in 73.3% of those years for an average +2.96% move and an annualized Sharpe of 2.35.
Best window
05.10 - 18.10
Direction
Long
Win rate
73.3%
Avg return
+2.96%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 18.10 | Long | 73.3% | +2.96% | 2.35 | 15 |
| 05.10 → 23.10 | Long | 73.3% | +2.86% | 1.44 | 15 |
| 05.10 → 08.10 | Long | 73.3% |
| +2.32% |
| 5.73 |
| 15 |
| 06.10 → 09.10 | Long | 73.3% | +1.29% | 3.98 | 15 |
| 11.10 → 04.11 | Short | 73.3% | +0.74% | 0.32 | 15 |
| 08.10 → 05.12 | Long | 66.7% | +4.62% | 0.83 | 15 |
| 05.10 → 19.10 | Long | 66.7% | +3.16% | 2.15 | 15 |
| 05.10 → 17.10 | Long | 66.7% | +3.08% | 2.60 | 15 |