Italy
Over 2020 to 2025 (6 years of data), ATLITEUR has tended to move long between 11.10 and 24.11, closing higher in 100.0% of those years for an average +10.56% move and an annualized Sharpe of 2.34.
Best window
11.10 - 24.11
Direction
Long
Win rate
100.0%
Avg return
+10.56%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 24.11 | Long | 100.0% | +10.56% | 2.34 | 3 |
| 10.10 → 24.11 | Long | 100.0% | +10.40% | 2.25 | 3 |
| 11.10 → 25.11 | Long | 100.0% |
| +10.23% |
| 2.49 |
| 3 |
| 10.10 → 25.11 | Long | 100.0% | +10.07% | 2.39 | 3 |
| 11.10 → 08.12 | Long | 100.0% | +10.05% | 2.06 | 3 |
| 10.10 → 08.12 | Long | 100.0% | +9.89% | 1.99 | 3 |
| 11.10 → 10.11 | Long | 100.0% | +9.84% | 2.79 | 3 |
| 11.10 → 07.11 | Long | 100.0% | +9.77% | 3.57 | 3 |