Italy
Over 2020 to 2025 (6 years of data), AGLITEUR has tended to move long between 17.09 and 16.11, closing higher in 100.0% of those years for an average +12.13% move and an annualized Sharpe of 2.55.
Best window
17.09 - 16.11
Direction
Long
Win rate
100.0%
Avg return
+12.13%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.09 → 16.11 | Long | 100.0% | +12.13% | 2.55 | 3 |
| 19.09 → 18.11 | Long | 100.0% | +11.76% | 2.25 | 3 |
| 19.09 → 16.11 | Long | 100.0% |
| +11.60% |
| 2.45 |
| 3 |
| 18.09 → 16.11 | Long | 100.0% | +10.98% | 2.50 | 3 |
| 21.09 → 15.11 | Long | 100.0% | +10.58% | 2.27 | 3 |
| 21.09 → 14.11 | Long | 100.0% | +10.50% | 2.26 | 3 |
| 21.09 → 18.11 | Long | 100.0% | +9.92% | 1.82 | 3 |
| 21.09 → 16.11 | Long | 100.0% | +9.74% | 2.01 | 3 |