Over 2016 to 2025 (10 years of data), ITAIDXEUR has tended to move long between 14.09 and 11.11, closing higher in 90.0% of those years for an average +2.96% move and an annualized Sharpe of 1.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.09 → 11.11 | Long | 90.0% | +2.96% | 1.26 | 10 |
| 14.09 → 13.11 | Long | 90.0% | +2.83% | 1.21 | 10 |
| 14.09 → 10.11 | Long | 90.0% | +2.72% | 1.20 | 10 |
| 09.09 → 12.09 | Long | 90.0% | +1.18% | 6.51 | 10 |
| 10.09 → 15.09 | Long | 90.0% | +0.93% | 5.02 | 10 |
| 09.09 → 13.09 | Long | 90.0% | +0.82% | 3.30 | 10 |
| 11.09 → 15.09 | Long | 90.0% | +0.78% | 5.70 | 10 |
| 12.09 → 15.09 | Long | 90.0% | +0.29% | 3.40 | 10 |