Spain
Over 2011 to 2025 (15 years of data), SANESEUR has tended to move short between 09.10 and 13.10, closing higher in 80.0% of those years for an average +1.05% move and an annualized Sharpe of 2.59.
Best window
09.10 - 13.10
Direction
Short
Win rate
80.0%
Avg return
+1.05%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 13.10 | Short | 80.0% | +1.05% | 2.59 | 15 |
| 07.10 → 13.10 | Short | 78.6% | +0.90% | 1.83 | 14 |
| 05.10 → 28.10 | Long | 73.3% |
| +3.09% |
| 1.68 |
| 15 |
| 05.10 → 02.11 | Long | 73.3% | +2.77% | 1.67 | 15 |
| 05.10 → 29.10 | Long | 73.3% | +2.70% | 1.48 | 15 |
| 05.10 → 17.10 | Long | 73.3% | +2.11% | 2.11 | 15 |
| 05.10 → 09.10 | Long | 73.3% | +1.90% | 3.85 | 15 |
| 05.10 → 10.10 | Long | 73.3% | +1.90% | 3.48 | 15 |