Italy
Over 2020 to 2025 (6 years of data), CPRITEUR has tended to move long between 11.10 and 17.10, closing higher in 80.0% of those years for an average +3.03% move and an annualized Sharpe of 5.31.
Best window
11.10 - 17.10
Direction
Long
Win rate
80.0%
Avg return
+3.03%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 17.10 | Long | 80.0% | +3.03% | 5.31 | 5 |
| 11.10 → 18.10 | Long | 80.0% | +2.97% | 4.49 | 5 |
| 08.10 → 17.10 | Long | 80.0% |
| +2.79% |
| 4.40 |
| 5 |
| 08.10 → 18.10 | Long | 80.0% | +2.73% | 3.87 | 5 |
| 10.10 → 17.10 | Long | 80.0% | +2.71% | 4.48 | 5 |
| 07.10 → 17.10 | Long | 80.0% | +2.65% | 4.53 | 5 |
| 10.10 → 18.10 | Long | 80.0% | +2.65% | 3.89 | 5 |
| 07.10 → 18.10 | Long | 80.0% | +2.59% | 3.96 | 5 |