Italy
Over 2020 to 2025 (6 years of data), DANITEUR has tended to move long between 07.10 and 06.12, closing higher in 80.0% of those years for an average +5.47% move and an annualized Sharpe of 1.34.
Best window
07.10 - 06.12
Direction
Long
Win rate
80.0%
Avg return
+5.47%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 06.12 | Long | 80.0% | +5.47% | 1.34 | 5 |
| 08.10 → 06.12 | Long | 80.0% | +5.36% | 1.25 | 5 |
| 06.10 → 24.11 | Long | 80.0% |
| +4.74% |
| 1.17 |
| 5 |
| 06.10 → 17.10 | Long | 80.0% | +4.73% | 5.34 | 5 |
| 06.10 → 16.10 | Long | 80.0% | +4.66% | 5.02 | 5 |
| 06.10 → 05.12 | Long | 80.0% | +4.63% | 1.03 | 5 |
| 06.10 → 15.10 | Long | 80.0% | +4.45% | 5.13 | 5 |
| 06.10 → 25.11 | Long | 80.0% | +4.40% | 1.14 | 5 |