Italy
Over 2020 to 2025 (6 years of data), AMPITEUR has tended to move long between 16.09 and 24.10, closing higher in 83.3% of those years for an average +3.36% move and an annualized Sharpe of 1.82.
Best window
16.09 - 24.10
Direction
Long
Win rate
83.3%
Avg return
+3.36%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.09 → 24.10 | Long | 83.3% | +3.36% | 1.82 | 6 |
| 19.09 → 24.10 | Long | 83.3% | +3.28% | 2.70 | 6 |
| 18.09 → 24.10 | Long | 83.3% |
| +3.24% |
| 1.88 |
| 6 |
| 17.09 → 24.10 | Long | 83.3% | +3.04% | 1.78 | 6 |
| 19.09 → 25.10 | Long | 83.3% | +3.01% | 2.43 | 6 |
| 19.09 → 23.10 | Long | 83.3% | +2.98% | 2.09 | 6 |
| 18.09 → 25.10 | Long | 83.3% | +2.95% | 1.80 | 6 |
| 19.09 → 22.10 | Long | 83.3% | +2.94% | 2.17 | 6 |