Spain
Over 2011 to 2025 (15 years of data), IBEESEUR has tended to move long between 05.10 and 03.12, closing higher in 86.7% of those years for an average +5.25% move and an annualized Sharpe of 1.75.
Best window
05.10 - 03.12
Direction
Long
Win rate
86.7%
Avg return
+5.25%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 03.12 | Long | 86.7% | +5.25% | 1.75 | 15 |
| 11.10 → 05.11 | Long | 86.7% | +3.31% | 2.59 | 15 |
| 05.10 → 31.10 | Long | 80.0% |
| +5.37% |
| 2.87 |
| 15 |
| 05.10 → 04.12 | Long | 80.0% | +5.31% | 1.69 | 15 |
| 06.10 → 31.10 | Long | 80.0% | +4.69% | 2.84 | 15 |
| 06.10 → 03.12 | Long | 80.0% | +4.60% | 1.54 | 15 |
| 08.10 → 25.11 | Long | 80.0% | +4.37% | 1.41 | 15 |
| 07.10 → 31.10 | Long | 80.0% | +4.14% | 3.41 | 15 |