Spain
Over 2011 to 2025 (15 years of data), ELEESEUR has tended to move long between 12.10 and 28.10, closing higher in 86.7% of those years for an average +3.78% move and an annualized Sharpe of 3.19.
Best window
12.10 - 28.10
Direction
Long
Win rate
86.7%
Avg return
+3.78%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 28.10 | Long | 86.7% | +3.78% | 3.19 | 15 |
| 12.10 → 27.10 | Long | 86.7% | +3.39% | 3.09 | 15 |
| 11.10 → 27.10 | Long | 86.7% |
| +2.79% |
| 2.86 |
| 15 |
| 12.10 → 23.10 | Long | 86.7% | +2.78% | 4.94 | 15 |
| 12.10 → 24.10 | Long | 86.7% | +2.62% | 3.76 | 15 |
| 12.10 → 22.10 | Long | 86.7% | +2.44% | 4.52 | 15 |
| 06.10 → 28.11 | Long | 86.7% | +2.02% | 0.29 | 15 |
| 08.10 → 28.11 | Long | 86.7% | +1.81% | 0.27 | 15 |