Italy
Over 2020 to 2025 (6 years of data), BCITEUR has tended to move long between 11.10 and 08.12, closing higher in 100.0% of those years for an average +20.88% move and an annualized Sharpe of 2.80.
Best window
11.10 - 08.12
Direction
Long
Win rate
100.0%
Avg return
+20.88%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.12 | Long | 100.0% | +20.88% | 2.80 | 6 |
| 11.10 → 09.12 | Long | 100.0% | +20.82% | 2.76 | 6 |
| 11.10 → 10.12 | Long | 100.0% |
| +20.46% |
| 2.63 |
| 6 |
| 11.10 → 07.12 | Long | 100.0% | +19.70% | 2.82 | 6 |
| 10.10 → 08.12 | Long | 100.0% | +19.48% | 2.45 | 6 |
| 08.10 → 07.12 | Long | 100.0% | +18.92% | 2.61 | 6 |
| 10.10 → 04.12 | Long | 100.0% | +18.80% | 2.89 | 5 |
| 10.10 → 07.12 | Long | 100.0% | +18.31% | 2.46 | 6 |