Italy
Over 2020 to 2025 (6 years of data), ENELITEUR has tended to move long between 09.10 and 05.11, closing higher in 100.0% of those years for an average +8.29% move and an annualized Sharpe of 4.98.
Best window
09.10 - 05.11
Direction
Long
Win rate
100.0%
Avg return
+8.29%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 05.11 | Long | 100.0% | +8.29% | 4.98 | 5 |
| 08.10 → 05.11 | Long | 100.0% | +8.23% | 4.92 | 5 |
| 09.10 → 04.11 | Long | 100.0% |
| +7.99% |
| 5.33 |
| 5 |
| 08.10 → 04.11 | Long | 100.0% | +7.93% | 5.17 | 5 |
| 07.10 → 05.11 | Long | 100.0% | +7.76% | 5.14 | 5 |
| 11.10 → 05.11 | Long | 100.0% | +7.54% | 5.03 | 5 |
| 06.10 → 05.11 | Long | 100.0% | +7.47% | 6.03 | 5 |
| 07.10 → 04.11 | Long | 100.0% | +7.46% | 5.40 | 5 |