Italy
Over 2020 to 2025 (6 years of data), LDOITEUR has tended to move short between 10.10 and 15.10, closing higher in 80.0% of those years for an average +2.31% move and an annualized Sharpe of 3.42.
Best window
10.10 - 15.10
Direction
Short
Win rate
80.0%
Avg return
+2.31%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 15.10 | Short | 80.0% | +2.31% | 3.42 | 5 |
| 08.10 → 15.10 | Short | 80.0% | +2.08% | 2.78 | 5 |
| 10.10 → 14.10 | Short | 80.0% |
| +1.99% |
| 4.04 |
| 5 |
| 07.10 → 14.10 | Short | 80.0% | +1.97% | 2.73 | 5 |
| 06.10 → 15.10 | Short | 80.0% | +1.88% | 1.49 | 5 |
| 08.10 → 14.10 | Short | 80.0% | +1.75% | 3.01 | 5 |
| 06.10 → 14.10 | Short | 80.0% | +1.56% | 1.44 | 5 |
| 07.10 → 13.10 | Short | 80.0% | +0.86% | 2.27 | 5 |