Spain
Over 2011 to 2026 (16 years of data), TEFESEUR has tended to move short between 17.10 and 13.12, closing higher in 80.0% of those years for an average +2.48% move and an annualized Sharpe of 0.50.
Best window
17.10 - 13.12
Direction
Short
Win rate
80.0%
Avg return
+2.48%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.10 → 13.12 | Short | 80.0% | +2.48% | 0.50 | 15 |
| 16.10 → 13.12 | Short | 80.0% | +2.38% | 0.53 | 15 |
| 18.10 → 13.12 | Short | 80.0% |
| +2.32% |
| 0.47 |
| 15 |
| 18.10 → 17.12 | Short | 73.3% | +3.25% | 0.67 | 15 |
| 17.10 → 16.12 | Short | 73.3% | +3.00% | 0.61 | 15 |
| 18.10 → 16.12 | Short | 73.3% | +2.84% | 0.58 | 15 |
| 15.10 → 13.12 | Short | 73.3% | +2.49% | 0.57 | 15 |
| 17.10 → 15.12 | Short | 73.3% | +2.29% | 0.47 | 15 |