Spain
Over 2022 to 2025 (4 years of data), GRFESEUR has tended to move short between 06.10 and 21.10, closing higher in 100.0% of those years for an average +7.53% move and an annualized Sharpe of 7.81.
Best window
06.10 - 21.10
Direction
Short
Win rate
100.0%
Avg return
+7.53%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 21.10 | Short | 100.0% | +7.53% | 7.81 | 4 |
| 06.10 → 23.10 | Short | 100.0% | +7.53% | 6.77 | 4 |
| 06.10 → 22.10 | Short | 100.0% |
| +7.27% |
| 6.20 |
| 4 |
| 06.10 → 24.10 | Short | 100.0% | +7.26% | 6.67 | 4 |
| 06.10 → 27.10 | Short | 100.0% | +6.81% | 4.90 | 4 |
| 06.10 → 28.10 | Short | 100.0% | +6.77% | 4.94 | 4 |
| 07.10 → 21.10 | Short | 100.0% | +6.72% | 7.89 | 4 |
| 07.10 → 23.10 | Short | 100.0% | +6.72% | 7.01 | 4 |