Italy
Over 2020 to 2025 (6 years of data), BZUITEUR has tended to move long between 07.10 and 25.11, closing higher in 100.0% of those years for an average +12.05% move and an annualized Sharpe of 3.86.
Best window
07.10 - 25.11
Direction
Long
Win rate
100.0%
Avg return
+12.05%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 25.11 | Long | 100.0% | +12.05% | 3.86 | 5 |
| 08.10 → 25.11 | Long | 100.0% | +11.64% | 3.54 | 5 |
| 06.10 → 25.11 | Long | 100.0% |
| +11.56% |
| 3.74 |
| 5 |
| 07.10 → 14.11 | Long | 100.0% | +11.55% | 5.06 | 5 |
| 07.10 → 16.11 | Long | 100.0% | +11.39% | 5.30 | 5 |
| 07.10 → 15.11 | Long | 100.0% | +11.19% | 4.60 | 5 |
| 08.10 → 14.11 | Long | 100.0% | +11.13% | 4.71 | 5 |
| 07.10 → 13.11 | Long | 100.0% | +11.09% | 4.85 | 5 |