Portugal
Over 2011 to 2025 (15 years of data), GALPPTEUR has tended to move short between 11.10 and 16.10, closing higher in 73.3% of those years for an average +0.82% move and an annualized Sharpe of 2.14.
Best window
11.10 - 16.10
Direction
Short
Win rate
73.3%
Avg return
+0.82%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 16.10 | Short | 73.3% | +0.82% | 2.14 | 15 |
| 11.10 → 17.10 | Short | 73.3% | +0.45% | 1.25 | 15 |
| 11.10 → 10.12 | Short | 66.7% |
| +3.98% |
| 0.69 |
| 15 |
| 11.10 → 09.12 | Short | 66.7% | +3.62% | 0.69 | 15 |
| 09.10 → 29.11 | Short | 66.7% | +3.30% | 0.70 | 15 |
| 08.10 → 29.11 | Short | 66.7% | +3.29% | 0.69 | 15 |
| 07.10 → 29.11 | Short | 66.7% | +3.16% | 0.66 | 15 |
| 11.10 → 29.11 | Short | 66.7% | +3.11% | 0.67 | 15 |