Italy
Over 2020 to 2025 (6 years of data), AMPITEUR has tended to move long between 08.10 and 20.10, closing higher in 100.0% of those years for an average +3.15% move and an annualized Sharpe of 7.86.
Best window
08.10 - 20.10
Direction
Long
Win rate
100.0%
Avg return
+3.15%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 20.10 | Long | 100.0% | +3.15% | 7.86 | 6 |
| 11.10 → 20.10 | Long | 100.0% | +2.77% | 8.63 | 6 |
| 10.10 → 20.10 | Long | 100.0% |
| +2.54% |
| 6.93 |
| 6 |
| 08.10 → 24.10 | Long | 83.3% | +3.71% | 5.60 | 6 |
| 08.10 → 25.10 | Long | 83.3% | +3.43% | 5.63 | 6 |
| 08.10 → 23.10 | Long | 83.3% | +3.40% | 5.08 | 6 |
| 07.10 → 24.10 | Long | 83.3% | +3.36% | 3.16 | 6 |
| 08.10 → 22.10 | Long | 83.3% | +3.36% | 5.59 | 6 |