Italy
Over 2020 to 2025 (6 years of data), IGITEUR has tended to move long between 08.10 and 26.11, closing higher in 100.0% of those years for an average +12.31% move and an annualized Sharpe of 3.53.
Best window
08.10 - 26.11
Direction
Long
Win rate
100.0%
Avg return
+12.31%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 26.11 | Long | 100.0% | +12.31% | 3.53 | 4 |
| 07.10 → 24.11 | Long | 100.0% | +10.71% | 3.05 | 5 |
| 08.10 → 24.11 | Long | 100.0% |
| +10.64% |
| 3.06 |
| 5 |
| 07.10 → 05.12 | Long | 100.0% | +10.49% | 3.25 | 5 |
| 08.10 → 05.12 | Long | 100.0% | +10.44% | 3.21 | 5 |
| 07.10 → 25.11 | Long | 100.0% | +10.43% | 2.99 | 5 |
| 07.10 → 28.11 | Long | 100.0% | +10.42% | 2.57 | 5 |
| 08.10 → 25.11 | Long | 100.0% | +10.37% | 2.99 | 5 |