Italy
Over 2020 to 2025 (6 years of data), ERGITEUR has tended to move long between 11.10 and 30.10, closing higher in 80.0% of those years for an average +6.27% move and an annualized Sharpe of 2.39.
Best window
11.10 - 30.10
Direction
Long
Win rate
80.0%
Avg return
+6.27%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 30.10 | Long | 80.0% | +6.27% | 2.39 | 5 |
| 07.10 → 30.10 | Long | 80.0% | +6.16% | 2.06 | 5 |
| 08.10 → 30.10 | Long | 80.0% |
| +6.15% |
| 2.12 |
| 5 |
| 11.10 → 29.10 | Long | 80.0% | +6.13% | 2.50 | 5 |
| 07.10 → 29.10 | Long | 80.0% | +6.02% | 2.15 | 5 |
| 08.10 → 29.10 | Long | 80.0% | +6.01% | 2.21 | 5 |
| 11.10 → 01.11 | Long | 80.0% | +5.70% | 1.89 | 5 |
| 07.10 → 28.10 | Long | 80.0% | +5.65% | 2.29 | 5 |