Spain
Over 2022 to 2025 (4 years of data), EBRESEUR has tended to move long between 07.10 and 26.10, closing higher in 100.0% of those years for an average +3.91% move and an annualized Sharpe of 8.56.
Best window
07.10 - 26.10
Direction
Long
Win rate
100.0%
Avg return
+3.91%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 26.10 | Long | 100.0% | +3.91% | 8.56 | 3 |
| 07.10 → 28.10 | Long | 100.0% | +3.23% | 7.44 | 3 |
| 06.10 → 25.10 | Long | 100.0% |
| +3.09% |
| 13.15 |
| 3 |
| 08.10 → 26.10 | Long | 100.0% | +3.08% | 7.33 | 3 |
| 07.10 → 27.10 | Long | 100.0% | +2.98% | 9.93 | 3 |
| 07.10 → 25.10 | Long | 100.0% | +2.91% | 9.05 | 4 |
| 09.10 → 16.10 | Long | 100.0% | +2.86% | 125.95 | 3 |
| 07.10 → 24.10 | Long | 100.0% | +2.76% | 15.45 | 4 |