Italy
Over 2020 to 2025 (6 years of data), INWITEUR has tended to move short between 06.10 and 22.10, closing higher in 80.0% of those years for an average +3.22% move and an annualized Sharpe of 5.27.
Best window
06.10 - 22.10
Direction
Short
Win rate
80.0%
Avg return
+3.22%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 22.10 | Short | 80.0% | +3.22% | 5.27 | 5 |
| 06.10 → 21.10 | Short | 80.0% | +2.94% | 3.47 | 5 |
| 06.10 → 23.10 | Short | 80.0% |
| +2.76% |
| 3.94 |
| 5 |
| 06.10 → 24.10 | Short | 80.0% | +2.61% | 3.59 | 5 |
| 06.10 → 30.10 | Short | 80.0% | +2.47% | 3.36 | 5 |
| 06.10 → 29.10 | Short | 80.0% | +2.39% | 5.89 | 5 |
| 06.10 → 31.10 | Short | 80.0% | +2.33% | 2.75 | 5 |
| 07.10 → 22.10 | Short | 80.0% | +2.24% | 5.51 | 5 |