I moved to Madrid in 2016 and it really has an ideal climate in the early autumn, day after day of gorgeous sunshine and days between 20-30c with low humidity, pretty much every year I've been there has had a late October heatwave, especially in 2017 when it was exceeding 28c close to Halloween plus the extra day length of the sun setting 2 hours or so later in winter than here in Shropshire makes a big difference but November - February is still pretty grim, cold (often below freezing at night) foggy and often wet which can be dissapointing seeing the fohn effect frequently boosting Valencia/Alicante etc up to 25c on occasion whilst Madrid sits in 6c muck.