Italy
Over 2020 to 2025 (6 years of data), BREITEUR has tended to move long between 10.10 and 06.12, closing higher in 80.0% of those years for an average +6.54% move and an annualized Sharpe of 1.35.
Best window
10.10 - 06.12
Direction
Long
Win rate
80.0%
Avg return
+6.54%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 06.12 | Long | 80.0% | +6.54% | 1.35 | 5 |
| 10.10 → 07.12 | Long | 80.0% | +6.48% | 1.42 | 5 |
| 10.10 → 27.10 | Long | 80.0% |
| +3.82% |
| 1.65 |
| 5 |
| 10.10 → 28.10 | Long | 80.0% | +3.79% | 1.52 | 5 |
| 10.10 → 26.10 | Long | 80.0% | +3.69% | 1.72 | 5 |
| 10.10 → 29.10 | Long | 80.0% | +3.64% | 1.48 | 5 |
| 10.10 → 30.10 | Long | 80.0% | +3.61% | 1.42 | 5 |
| 08.10 → 27.10 | Long | 80.0% | +3.58% | 1.41 | 5 |