Spain
Over 2011 to 2025 (15 years of data), FERESEUR has tended to move long between 06.10 and 02.12, closing higher in 93.3% of those years for an average +5.27% move and an annualized Sharpe of 1.73.
Best window
06.10 - 02.12
Direction
Long
Win rate
93.3%
Avg return
+5.27%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 02.12 | Long | 93.3% | +5.27% | 1.73 | 15 |
| 05.10 → 25.11 | Long | 93.3% | +4.44% | 1.81 | 15 |
| 05.10 → 24.11 | Long | 93.3% |
| +4.13% |
| 1.72 |
| 15 |
| 05.10 → 23.11 | Long | 93.3% | +3.90% | 1.61 | 15 |
| 11.10 → 19.10 | Long | 93.3% | +2.95% | 8.73 | 15 |
| 11.10 → 18.10 | Long | 93.3% | +2.94% | 9.46 | 15 |
| 10.10 → 19.10 | Long | 93.3% | +2.74% | 6.93 | 15 |
| 10.10 → 18.10 | Long | 93.3% | +2.73% | 7.55 | 15 |