Italy
Over 2020 to 2025 (6 years of data), BPEITEUR has tended to move long between 07.10 and 28.10, closing higher in 100.0% of those years for an average +6.05% move and an annualized Sharpe of 3.71.
Best window
07.10 - 28.10
Direction
Long
Win rate
100.0%
Avg return
+6.05%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 28.10 | Long | 100.0% | +6.05% | 3.71 | 5 |
| 07.10 → 21.10 | Long | 100.0% | +6.04% | 5.98 | 5 |
| 08.10 → 21.10 | Long | 100.0% |
| +5.90% |
| 7.46 |
| 5 |
| 06.10 → 21.10 | Long | 100.0% | +5.72% | 6.22 | 5 |
| 06.10 → 28.10 | Long | 100.0% | +5.68% | 4.83 | 5 |
| 08.10 → 22.10 | Long | 100.0% | +5.62% | 5.15 | 5 |
| 07.10 → 26.10 | Long | 100.0% | +5.16% | 4.43 | 5 |
| 07.10 → 25.10 | Long | 100.0% | +5.07% | 4.70 | 5 |