Spain
Over 2011 to 2025 (15 years of data), DIAESEUR has tended to move short between 07.10 and 14.11, closing higher in 80.0% of those years for an average +14.76% move and an annualized Sharpe of 1.27.
Best window
07.10 - 14.11
Direction
Short
Win rate
80.0%
Avg return
+14.76%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 14.11 | Short | 80.0% | +14.76% | 1.27 | 10 |
| 07.10 → 13.11 | Short | 80.0% | +14.75% | 1.30 | 10 |
| 08.10 → 14.11 | Short | 80.0% |
| +14.56% |
| 1.27 |
| 10 |
| 08.10 → 13.11 | Short | 80.0% | +14.54% | 1.31 | 10 |
| 11.10 → 08.12 | Short | 70.0% | +16.77% | 1.13 | 10 |
| 09.10 → 14.11 | Short | 70.0% | +14.91% | 1.32 | 10 |
| 10.10 → 14.11 | Short | 70.0% | +14.88% | 1.37 | 10 |
| 09.10 → 13.11 | Short | 70.0% | +14.87% | 1.36 | 10 |