Italy
Over 2020 to 2025 (6 years of data), A2AITEUR has tended to move long between 08.10 and 16.11, closing higher in 100.0% of those years for an average +12.91% move and an annualized Sharpe of 2.79.
Best window
08.10 - 16.11
Direction
Long
Win rate
100.0%
Avg return
+12.91%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 16.11 | Long | 100.0% | +12.91% | 2.79 | 5 |
| 08.10 → 15.11 | Long | 100.0% | +12.24% | 2.78 | 5 |
| 08.10 → 14.11 | Long | 100.0% |
| +11.73% |
| 2.76 |
| 5 |
| 09.10 → 11.11 | Long | 100.0% | +10.93% | 2.76 | 6 |
| 09.10 → 16.11 | Long | 100.0% | +10.92% | 2.44 | 6 |
| 13.10 → 22.11 | Long | 100.0% | +10.86% | 1.92 | 5 |
| 09.10 → 20.11 | Long | 100.0% | +10.60% | 2.18 | 6 |
| 09.10 → 24.11 | Long | 100.0% | +10.59% | 2.11 | 6 |