Italy
Over 2020 to 2025 (6 years of data), FBKITEUR has tended to move long between 10.10 and 06.12, closing higher in 100.0% of those years for an average +16.36% move and an annualized Sharpe of 6.79.
Best window
10.10 - 06.12
Direction
Long
Win rate
100.0%
Avg return
+16.36%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 06.12 | Long | 100.0% | +16.36% | 6.79 | 4 |
| 09.10 → 06.12 | Long | 100.0% | +16.12% | 5.98 | 4 |
| 10.10 → 05.12 | Long | 100.0% |
| +15.96% |
| 5.07 |
| 4 |
| 11.10 → 06.12 | Long | 100.0% | +15.95% | 6.03 | 4 |
| 12.10 → 11.12 | Long | 100.0% | +15.84% | 3.73 | 5 |
| 09.10 → 05.12 | Long | 100.0% | +15.72% | 4.67 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +15.57% | 4.50 | 4 |
| 10.10 → 04.12 | Long | 100.0% | +15.45% | 4.63 | 4 |