Italy
Over 2020 to 2025 (6 years of data), FCAITEUR has tended to move long between 11.10 and 07.12, closing higher in 100.0% of those years for an average +12.70% move and an annualized Sharpe of 4.01.
Best window
11.10 - 07.12
Direction
Long
Win rate
100.0%
Avg return
+12.70%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.12 | Long | 100.0% | +12.70% | 4.01 | 5 |
| 11.10 → 08.12 | Long | 100.0% | +12.12% | 3.84 | 5 |
| 12.10 → 07.12 | Long | 100.0% |
| +12.08% |
| 4.05 |
| 5 |
| 12.10 → 08.12 | Long | 100.0% | +11.51% | 3.85 | 5 |
| 09.10 → 07.12 | Long | 100.0% | +11.36% | 4.12 | 5 |
| 08.10 → 07.12 | Long | 100.0% | +10.90% | 3.89 | 5 |
| 10.10 → 07.12 | Long | 100.0% | +10.87% | 4.16 | 5 |
| 09.10 → 08.12 | Long | 100.0% | +10.80% | 3.84 | 5 |