Italy
Over 2020 to 2025 (6 years of data), DIAITEUR has tended to move long between 11.10 and 26.10, closing higher in 80.0% of those years for an average +5.67% move and an annualized Sharpe of 2.79.
Best window
11.10 - 26.10
Direction
Long
Win rate
80.0%
Avg return
+5.67%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 26.10 | Long | 80.0% | +5.67% | 2.79 | 5 |
| 11.10 → 02.11 | Long | 80.0% | +5.64% | 2.74 | 5 |
| 11.10 → 24.10 | Long | 80.0% |
| +5.41% |
| 3.42 |
| 5 |
| 11.10 → 03.11 | Long | 80.0% | +5.23% | 2.97 | 5 |
| 11.10 → 29.10 | Long | 80.0% | +5.08% | 2.28 | 5 |
| 11.10 → 23.10 | Long | 80.0% | +4.95% | 3.10 | 5 |
| 11.10 → 22.10 | Long | 80.0% | +4.92% | 3.33 | 5 |
| 10.10 → 26.10 | Long | 80.0% | +4.87% | 2.33 | 5 |