Italy
Over 2020 to 2025 (6 years of data), AGLITEUR has tended to move long between 10.10 and 10.11, closing higher in 100.0% of those years for an average +26.45% move and an annualized Sharpe of 2.14.
Best window
10.10 - 10.11
Direction
Long
Win rate
100.0%
Avg return
+26.45%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 10.11 | Long | 100.0% | +26.45% | 2.14 | 3 |
| 11.10 → 10.11 | Long | 100.0% | +26.44% | 2.18 | 3 |
| 10.10 → 08.11 | Long | 100.0% |
| +21.86% |
| 2.38 |
| 3 |
| 11.10 → 08.11 | Long | 100.0% | +21.85% | 2.42 | 3 |
| 10.10 → 07.11 | Long | 100.0% | +21.63% | 2.38 | 3 |
| 11.10 → 07.11 | Long | 100.0% | +21.62% | 2.42 | 3 |
| 10.10 → 11.11 | Long | 100.0% | +21.43% | 2.14 | 3 |
| 11.10 → 11.11 | Long | 100.0% | +21.42% | 2.17 | 3 |