Spain
Over 2011 to 2025 (15 years of data), TEFESEUR has tended to move long between 05.10 and 20.10, closing higher in 80.0% of those years for an average +1.41% move and an annualized Sharpe of 1.39.
Best window
05.10 - 20.10
Direction
Long
Win rate
80.0%
Avg return
+1.41%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 20.10 | Long | 80.0% | +1.41% | 1.39 | 15 |
| 08.10 → 12.10 | Long | 80.0% | +0.84% | 3.46 | 15 |
| 05.10 → 10.10 | Long | 73.3% |
| +1.84% |
| 4.09 |
| 15 |
| 05.10 → 22.10 | Long | 73.3% | +1.84% | 1.45 | 15 |
| 05.10 → 12.10 | Long | 73.3% | +1.83% | 2.91 | 15 |
| 05.10 → 09.10 | Long | 73.3% | +1.80% | 4.49 | 15 |
| 05.10 → 08.10 | Long | 73.3% | +1.79% | 5.11 | 15 |
| 05.10 → 11.10 | Long | 73.3% | +1.75% | 3.26 | 15 |