Italy
Over 2020 to 2025 (6 years of data), INWITEUR has tended to move short between 16.09 and 22.10, closing higher in 100.0% of those years for an average +7.11% move and an annualized Sharpe of 3.80.
Best window
16.09 - 22.10
Direction
Short
Win rate
100.0%
Avg return
+7.11%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.09 → 22.10 | Short | 100.0% | +7.11% | 3.80 | 5 |
| 15.09 → 22.10 | Short | 100.0% | +6.80% | 4.51 | 5 |
| 18.09 → 22.10 | Short | 100.0% |
| +6.56% |
| 4.14 |
| 5 |
| 15.09 → 21.10 | Short | 100.0% | +6.52% | 3.65 | 5 |
| 17.09 → 22.10 | Short | 100.0% | +6.51% | 4.00 | 5 |
| 20.09 → 22.10 | Short | 100.0% | +6.43% | 3.86 | 5 |
| 15.09 → 23.10 | Short | 100.0% | +6.34% | 3.82 | 5 |
| 16.09 → 29.10 | Short | 100.0% | +6.33% | 3.69 | 5 |