Spain
Over 2011 to 2025 (15 years of data), GAMESEUR has tended to move long between 11.10 and 31.10, closing higher in 83.3% of those years for an average +3.68% move and an annualized Sharpe of 2.36.
Best window
11.10 - 31.10
Direction
Long
Win rate
83.3%
Avg return
+3.68%
Sample
12 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 31.10 | Long | 83.3% | +3.68% | 2.36 | 12 |
| 11.10 → 22.10 | Long | 83.3% | +2.22% | 1.93 | 12 |
| 11.10 → 30.11 | Long | 75.0% |
| +9.05% |
| 1.45 |
| 12 |
| 11.10 → 29.11 | Long | 75.0% | +9.03% | 1.40 | 12 |
| 11.10 → 01.12 | Long | 75.0% | +8.54% | 1.34 | 12 |
| 11.10 → 02.12 | Long | 75.0% | +8.16% | 1.24 | 12 |
| 10.10 → 30.11 | Long | 75.0% | +8.14% | 1.38 | 12 |
| 10.10 → 29.11 | Long | 75.0% | +8.11% | 1.33 | 12 |