Spain
Over 2011 to 2025 (15 years of data), FCCESEUR has tended to move long between 12.10 and 22.10, closing higher in 87.5% of those years for an average +4.01% move and an annualized Sharpe of 2.83.
Best window
12.10 - 22.10
Direction
Long
Win rate
87.5%
Avg return
+4.01%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 22.10 | Long | 87.5% | +4.01% | 2.83 | 8 |
| 11.10 → 22.10 | Long | 87.5% | +3.97% | 2.68 | 8 |
| 11.10 → 31.10 | Long | 87.5% |
| +3.51% |
| 2.34 |
| 8 |
| 10.10 → 22.10 | Long | 87.5% | +3.41% | 2.23 | 8 |
| 11.10 → 26.10 | Long | 87.5% | +3.39% | 2.23 | 8 |
| 11.10 → 25.10 | Long | 87.5% | +3.31% | 2.25 | 8 |
| 12.10 → 23.10 | Long | 87.5% | +3.29% | 2.31 | 8 |
| 11.10 → 23.10 | Long | 87.5% | +3.25% | 2.21 | 8 |