Italy
Over 2020 to 2025 (6 years of data), BAMIITEUR has tended to move long between 05.10 and 15.11, closing higher in 100.0% of those years for an average +10.19% move and an annualized Sharpe of 3.71.
Best window
05.10 - 15.11
Direction
Long
Win rate
100.0%
Avg return
+10.19%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 15.11 | Long | 100.0% | +10.19% | 3.71 | 5 |
| 06.10 → 15.11 | Long | 100.0% | +10.12% | 3.16 | 5 |
| 05.10 → 13.11 | Long | 100.0% |
| +9.58% |
| 5.51 |
| 5 |
| 06.10 → 13.11 | Long | 100.0% | +9.49% | 4.16 | 5 |
| 05.10 → 14.11 | Long | 100.0% | +9.43% | 3.94 | 5 |
| 05.10 → 16.11 | Long | 100.0% | +9.40% | 3.76 | 5 |
| 05.10 → 17.11 | Long | 100.0% | +9.39% | 3.60 | 5 |
| 05.10 → 11.11 | Long | 100.0% | +9.35% | 4.87 | 5 |