Italy
Over 2020 to 2025 (6 years of data), AZMITEUR has tended to move long between 11.10 and 09.12, closing higher in 100.0% of those years for an average +13.73% move and an annualized Sharpe of 2.57.
Best window
11.10 - 09.12
Direction
Long
Win rate
100.0%
Avg return
+13.73%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.12 | Long | 100.0% | +13.73% | 2.57 | 6 |
| 11.10 → 10.12 | Long | 100.0% | +13.22% | 2.61 | 6 |
| 10.10 → 09.12 | Long | 100.0% |
| +13.02% |
| 2.38 |
| 6 |
| 11.10 → 08.12 | Long | 100.0% | +13.02% | 2.67 | 6 |
| 11.10 → 07.12 | Long | 100.0% | +12.94% | 2.74 | 6 |
| 11.10 → 17.11 | Long | 100.0% | +12.87% | 2.98 | 6 |
| 11.10 → 18.11 | Long | 100.0% | +12.79% | 3.02 | 6 |
| 11.10 → 06.12 | Long | 100.0% | +12.56% | 2.68 | 6 |