Spain
Over 2011 to 2025 (15 years of data), GASESEUR has tended to move long between 06.10 and 05.12, closing higher in 80.0% of those years for an average +4.59% move and an annualized Sharpe of 1.34.
Best window
06.10 - 05.12
Direction
Long
Win rate
80.0%
Avg return
+4.59%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 05.12 | Long | 80.0% | +4.59% | 1.34 | 15 |
| 05.10 → 03.12 | Long | 80.0% | +4.29% | 1.34 | 15 |
| 06.10 → 03.12 | Long | 80.0% |
| +4.28% |
| 1.30 |
| 15 |
| 05.10 → 02.12 | Long | 80.0% | +4.15% | 1.28 | 15 |
| 06.10 → 02.12 | Long | 80.0% | +4.13% | 1.25 | 15 |
| 11.10 → 05.12 | Long | 80.0% | +4.03% | 1.45 | 15 |
| 08.10 → 03.12 | Long | 80.0% | +3.99% | 1.27 | 15 |
| 11.10 → 06.12 | Long | 80.0% | +3.98% | 1.50 | 15 |