Europe
Over 2014 to 2025 (12 years of data), ESPIDXEUR has tended to move long between 10.10 and 30.11, closing higher in 83.3% of those years for an average +3.64% move and an annualized Sharpe of 1.30.
Best window
10.10 - 30.11
Direction
Long
Win rate
83.3%
Avg return
+3.64%
Sample
12 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 30.11 | Long | 83.3% | +3.64% | 1.30 | 12 |
| 11.10 → 17.11 | Long | 83.3% | +2.87% | 1.71 | 12 |
| 11.10 → 10.11 | Long | 83.3% |
| +2.86% |
| 2.17 |
| 12 |
| 12.10 → 10.11 | Long | 83.3% | +2.73% | 2.03 | 12 |
| 11.10 → 09.11 | Long | 83.3% | +2.41% | 2.42 | 12 |
| 10.10 → 08.11 | Long | 83.3% | +2.31% | 2.40 | 12 |
| 11.10 → 05.11 | Long | 83.3% | +1.86% | 2.46 | 12 |
| 10.10 → 05.11 | Long | 83.3% | +1.75% | 2.07 | 12 |