Italy
Over 2020 to 2025 (6 years of data), ISPITEUR has tended to move long between 07.10 and 08.11, closing higher in 100.0% of those years for an average +7.91% move and an annualized Sharpe of 2.40.
Best window
07.10 - 08.11
Direction
Long
Win rate
100.0%
Avg return
+7.91%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 08.11 | Long | 100.0% | +7.91% | 2.40 | 5 |
| 12.10 → 05.11 | Long | 100.0% | +7.71% | 2.73 | 5 |
| 07.10 → 06.11 | Long | 100.0% |
| +7.67% |
| 2.53 |
| 5 |
| 06.10 → 08.11 | Long | 100.0% | +7.19% | 2.37 | 5 |
| 12.10 → 06.11 | Long | 100.0% | +7.08% | 2.39 | 5 |
| 07.10 → 07.11 | Long | 100.0% | +6.93% | 2.18 | 5 |
| 07.10 → 03.11 | Long | 100.0% | +6.15% | 3.40 | 5 |
| 08.10 → 02.11 | Long | 100.0% | +5.85% | 3.47 | 5 |