Spain
Over 2011 to 2025 (15 years of data), ITXESEUR has tended to move long between 05.10 and 04.12, closing higher in 85.7% of those years for an average +5.81% move and an annualized Sharpe of 1.82.
Best window
05.10 - 04.12
Direction
Long
Win rate
85.7%
Avg return
+5.81%
Sample
14 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 04.12 | Long | 85.7% | +5.81% | 1.82 | 14 |
| 05.10 → 03.12 | Long | 85.7% | +5.60% | 1.69 | 14 |
| 06.10 → 04.12 | Long | 80.0% |
| +5.15% |
| 1.65 |
| 15 |
| 07.10 → 04.12 | Long | 80.0% | +5.14% | 1.71 | 15 |
| 06.10 → 03.12 | Long | 80.0% | +4.96% | 1.54 | 15 |
| 07.10 → 03.12 | Long | 80.0% | +4.94% | 1.61 | 15 |
| 08.10 → 06.12 | Long | 80.0% | +4.92% | 1.59 | 15 |
| 07.10 → 06.12 | Long | 80.0% | +4.87% | 1.69 | 15 |