Spain
Over 2011 to 2025 (15 years of data), REPESEUR has tended to move long between 05.10 and 23.10, closing higher in 80.0% of those years for an average +2.66% move and an annualized Sharpe of 1.84.
Best window
05.10 - 23.10
Direction
Long
Win rate
80.0%
Avg return
+2.66%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 23.10 | Long | 80.0% | +2.66% | 1.84 | 15 |
| 05.10 → 24.10 | Long | 80.0% | +2.41% | 1.53 | 15 |
| 05.10 → 25.10 | Long | 80.0% |
| +2.14% |
| 1.32 |
| 15 |
| 05.10 → 03.12 | Long | 73.3% | +5.89% | 0.90 | 15 |
| 05.10 → 24.11 | Long | 73.3% | +5.65% | 0.83 | 15 |
| 05.10 → 25.11 | Long | 73.3% | +5.60% | 0.81 | 15 |
| 05.10 → 26.11 | Long | 73.3% | +5.50% | 0.82 | 15 |
| 05.10 → 22.11 | Long | 73.3% | +5.09% | 0.86 | 15 |