Italy
Over 2020 to 2025 (6 years of data), ENIITEUR has tended to move long between 09.10 and 05.11, closing higher in 100.0% of those years for an average +6.82% move and an annualized Sharpe of 2.92.
Best window
09.10 - 05.11
Direction
Long
Win rate
100.0%
Avg return
+6.82%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 05.11 | Long | 100.0% | +6.82% | 2.92 | 5 |
| 06.10 → 25.10 | Long | 100.0% | +4.96% | 8.33 | 5 |
| 09.10 → 27.10 | Long | 100.0% |
| +4.08% |
| 5.18 |
| 5 |
| 09.10 → 28.10 | Long | 100.0% | +3.89% | 3.90 | 5 |
| 12.10 → 25.10 | Long | 100.0% | +3.86% | 7.04 | 5 |
| 11.10 → 25.10 | Long | 100.0% | +3.84% | 6.72 | 5 |
| 07.10 → 25.10 | Long | 100.0% | +3.83% | 9.21 | 5 |
| 08.10 → 25.10 | Long | 100.0% | +3.52% | 7.72 | 5 |