Austria
Over 2011 to 2025 (15 years of data), EBSATEUR has tended to move long between 11.10 and 11.11, closing higher in 93.3% of those years for an average +7.99% move and an annualized Sharpe of 2.25.
Best window
11.10 - 11.11
Direction
Long
Win rate
93.3%
Avg return
+7.99%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 11.11 | Long | 93.3% | +7.99% | 2.25 | 15 |
| 11.10 → 15.11 | Long | 93.3% | +7.61% | 1.68 | 15 |
| 11.10 → 12.11 | Long | 93.3% |
| +7.47% |
| 1.97 |
| 15 |
| 11.10 → 13.11 | Long | 93.3% | +7.43% | 1.87 | 15 |
| 09.10 → 13.11 | Long | 93.3% | +7.31% | 1.85 | 15 |
| 08.10 → 13.11 | Long | 93.3% | +6.81% | 1.73 | 15 |
| 06.10 → 13.11 | Long | 93.3% | +6.38% | 1.49 | 15 |
| 07.10 → 13.11 | Long | 93.3% | +6.20% | 1.47 | 15 |