Europe
Over 2016 to 2025 (10 years of data), ITAIDXEUR has tended to move long between 08.10 and 07.12, closing higher in 90.0% of those years for an average +5.98% move and an annualized Sharpe of 1.84.
Best window
08.10 - 07.12
Direction
Long
Win rate
90.0%
Avg return
+5.98%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 07.12 | Long | 90.0% | +5.98% | 1.84 | 10 |
| 10.10 → 07.12 | Long | 90.0% | +5.98% | 1.92 | 10 |
| 10.10 → 08.12 | Long | 90.0% |
| +5.91% |
| 1.79 |
| 10 |
| 11.10 → 10.12 | Long | 90.0% | +5.89% | 1.99 | 10 |
| 11.10 → 07.12 | Long | 90.0% | +5.87% | 2.14 | 10 |
| 11.10 → 08.12 | Long | 90.0% | +5.80% | 2.00 | 10 |
| 08.10 → 05.12 | Long | 90.0% | +5.72% | 1.93 | 10 |
| 10.10 → 05.12 | Long | 90.0% | +5.72% | 2.02 | 10 |