Italy
Over 2020 to 2025 (6 years of data), JUVEITEUR has tended to move short between 05.10 and 11.10, closing higher in 100.0% of those years for an average +7.08% move and an annualized Sharpe of 8.17.
Best window
05.10 - 11.10
Direction
Short
Win rate
100.0%
Avg return
+7.08%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 11.10 | Short | 100.0% | +7.08% | 8.17 | 5 |
| 05.10 → 09.10 | Short | 100.0% | +7.05% | 13.61 | 4 |
| 05.10 → 02.11 | Short | 100.0% |
| +6.74% |
| 3.65 |
| 5 |
| 05.10 → 01.11 | Short | 100.0% | +6.23% | 3.99 | 5 |
| 05.10 → 31.10 | Short | 100.0% | +6.16% | 3.84 | 5 |
| 05.10 → 04.11 | Short | 100.0% | +5.99% | 3.63 | 5 |
| 05.10 → 03.11 | Short | 100.0% | +5.78% | 3.73 | 5 |
| 06.10 → 11.10 | Short | 100.0% | +5.78% | 8.24 | 5 |