Spain
Over 2011 to 2025 (15 years of data), REEESEUR has tended to move long between 08.10 and 24.10, closing higher in 90.9% of those years for an average +2.01% move and an annualized Sharpe of 4.40.
Best window
08.10 - 24.10
Direction
Long
Win rate
90.9%
Avg return
+2.01%
Sample
11 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 24.10 | Long | 90.9% | +2.01% | 4.40 | 11 |
| 07.10 → 27.10 | Long | 90.9% | +2.00% | 3.12 | 11 |
| 08.10 → 27.10 | Long | 90.9% |
| +1.90% |
| 3.28 |
| 11 |
| 12.10 → 27.10 | Long | 90.9% | +1.73% | 3.70 | 11 |
| 11.10 → 24.10 | Long | 90.9% | +1.62% | 6.75 | 11 |
| 11.10 → 27.10 | Long | 90.9% | +1.51% | 5.31 | 11 |
| 12.10 → 26.10 | Long | 90.9% | +1.26% | 3.71 | 11 |
| 11.10 → 25.10 | Long | 90.9% | +1.12% | 5.02 | 11 |