Spain
Over 2011 to 2025 (15 years of data), ELEESEUR has tended to move long between 05.10 and 27.10, closing higher in 86.7% of those years for an average +3.43% move and an annualized Sharpe of 2.90.
Best window
05.10 - 27.10
Direction
Long
Win rate
86.7%
Avg return
+3.43%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 27.10 | Long | 86.7% | +3.43% | 2.90 | 15 |
| 11.10 → 27.10 | Long | 86.7% | +2.79% | 2.86 | 15 |
| 05.10 → 28.11 | Long | 86.7% |
| +2.35% |
| 0.34 |
| 15 |
| 05.10 → 27.11 | Long | 86.7% | +2.19% | 0.32 | 15 |
| 05.10 → 29.11 | Long | 86.7% | +2.12% | 0.31 | 15 |
| 05.10 → 26.11 | Long | 86.7% | +2.07% | 0.30 | 15 |
| 06.10 → 28.11 | Long | 86.7% | +2.02% | 0.29 | 15 |
| 05.10 → 02.12 | Long | 86.7% | +2.01% | 0.29 | 15 |