Spain
Over 2011 to 2025 (15 years of data), MAPESEUR has tended to move long between 08.10 and 26.11, closing higher in 90.0% of those years for an average +5.67% move and an annualized Sharpe of 3.13.
Best window
08.10 - 26.11
Direction
Long
Win rate
90.0%
Avg return
+5.67%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 26.11 | Long | 90.0% | +5.67% | 3.13 | 10 |
| 08.10 → 22.11 | Long | 90.0% | +5.64% | 2.49 | 10 |
| 06.10 → 03.12 | Long | 90.0% |
| +5.55% |
| 2.69 |
| 10 |
| 08.10 → 02.12 | Long | 90.0% | +5.54% | 2.79 | 10 |
| 06.10 → 26.11 | Long | 90.0% | +5.46% | 3.67 | 10 |
| 08.10 → 30.11 | Long | 90.0% | +5.45% | 2.73 | 10 |
| 07.10 → 03.12 | Long | 90.0% | +5.43% | 2.37 | 10 |
| 06.10 → 22.11 | Long | 90.0% | +5.42% | 2.81 | 10 |