Over 2016 to 2025 (10 years of data), ITAIDXEUR has tended to move long between 10.07 and 28.07, closing higher in 88.9% of those years for an average +1.55% move and an annualized Sharpe of 2.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 28.07 | Long | 88.9% | +1.55% | 2.58 | 9 |
| 10.07 → 27.07 | Long | 88.9% | +1.33% | 2.60 | 9 |
| 10.07 → 26.07 | Long | 88.9% | +1.23% | 2.60 | 9 |
| 10.07 → 30.07 | Long | 80.0% | +1.25% | 1.74 | 10 |
| 10.07 → 28.08 | Long | 80.0% | +0.91% | 0.70 | 10 |
| 10.07 → 31.08 | Long | 80.0% | +0.78% | 0.48 | 10 |
| 10.07 → 29.08 | Long | 80.0% | +0.67% | 0.47 | 10 |
| 10.07 → 29.07 | Long | 77.8% | +1.43% | 1.87 | 9 |