Spain
Over 2011 to 2025 (15 years of data), ENGESEUR has tended to move long between 09.10 and 26.10, closing higher in 93.3% of those years for an average +2.15% move and an annualized Sharpe of 2.92.
Best window
09.10 - 26.10
Direction
Long
Win rate
93.3%
Avg return
+2.15%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 26.10 | Long | 93.3% | +2.15% | 2.92 | 15 |
| 11.10 → 26.10 | Long | 93.3% | +2.12% | 4.35 | 15 |
| 09.10 → 24.10 | Long | 93.3% |
| +1.85% |
| 2.99 |
| 15 |
| 11.10 → 24.10 | Long | 93.3% | +1.83% | 4.89 | 15 |
| 11.10 → 23.10 | Long | 93.3% | +1.40% | 3.83 | 15 |
| 11.10 → 05.12 | Long | 86.7% | +4.14% | 1.64 | 15 |
| 07.10 → 06.12 | Long | 86.7% | +3.87% | 1.57 | 15 |
| 11.10 → 09.12 | Long | 86.7% | +3.83% | 1.82 | 15 |