Portugal
Over 2011 to 2025 (15 years of data), EDPPTEUR has tended to move long between 10.10 and 19.10, closing higher in 73.3% of those years for an average +1.86% move and an annualized Sharpe of 2.64.
Best window
10.10 - 19.10
Direction
Long
Win rate
73.3%
Avg return
+1.86%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 19.10 | Long | 73.3% | +1.86% | 2.64 | 15 |
| 07.10 → 01.11 | Long | 66.7% | +2.07% | 1.40 | 15 |
| 07.10 → 31.10 | Long | 66.7% |
| +2.06% |
| 1.36 |
| 15 |
| 11.10 → 22.10 | Long | 66.7% | +1.85% | 2.26 | 15 |
| 11.10 → 31.10 | Long | 66.7% | +1.84% | 1.32 | 15 |
| 07.10 → 02.11 | Long | 66.7% | +1.80% | 1.10 | 15 |
| 11.10 → 19.10 | Long | 66.7% | +1.77% | 2.97 | 15 |
| 05.10 → 12.11 | Short | 66.7% | +1.65% | 0.60 | 15 |