Italy
Over 2020 to 2025 (6 years of data), MBITEUR has tended to move long between 12.10 and 11.11, closing higher in 80.0% of those years for an average +7.96% move and an annualized Sharpe of 2.23.
Best window
12.10 - 11.11
Direction
Long
Win rate
80.0%
Avg return
+7.96%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 11.11 | Long | 80.0% | +7.96% | 2.23 | 5 |
| 11.10 → 11.11 | Long | 80.0% | +7.59% | 2.11 | 5 |
| 08.10 → 11.11 | Long | 80.0% |
| +7.15% |
| 2.06 |
| 5 |
| 09.10 → 11.11 | Long | 80.0% | +6.96% | 2.02 | 5 |
| 12.10 → 10.11 | Long | 80.0% | +6.88% | 2.05 | 5 |
| 10.10 → 11.11 | Long | 80.0% | +6.84% | 1.97 | 5 |
| 07.10 → 11.11 | Long | 80.0% | +6.67% | 1.98 | 5 |
| 12.10 → 09.11 | Long | 80.0% | +6.60% | 2.05 | 5 |