Italy
Over 2020 to 2025 (6 years of data), GITEUR has tended to move long between 09.10 and 13.11, closing higher in 100.0% of those years for an average +8.64% move and an annualized Sharpe of 2.63.
Best window
09.10 - 13.11
Direction
Long
Win rate
100.0%
Avg return
+8.64%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 13.11 | Long | 100.0% | +8.64% | 2.63 | 4 |
| 08.10 → 07.12 | Long | 100.0% | +8.30% | 1.84 | 5 |
| 08.10 → 15.11 | Long | 100.0% |
| +8.16% |
| 2.55 |
| 5 |
| 07.10 → 15.11 | Long | 100.0% | +7.97% | 2.60 | 5 |
| 09.10 → 15.11 | Long | 100.0% | +7.85% | 2.44 | 5 |
| 08.10 → 16.11 | Long | 100.0% | +7.60% | 2.24 | 5 |
| 08.10 → 14.11 | Long | 100.0% | +7.46% | 2.35 | 5 |
| 07.10 → 16.11 | Long | 100.0% | +7.41% | 2.27 | 5 |