Italy
Over 2020 to 2025 (6 years of data), MONCITEUR has tended to move long between 11.10 and 24.10, closing higher in 100.0% of those years for an average +4.87% move and an annualized Sharpe of 7.18.
Best window
11.10 - 24.10
Direction
Long
Win rate
100.0%
Avg return
+4.87%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 24.10 | Long | 100.0% | +4.87% | 7.18 | 5 |
| 11.10 → 18.10 | Long | 100.0% | +4.38% | 10.69 | 5 |
| 11.10 → 09.12 | Long | 80.0% |
| +9.14% |
| 2.22 |
| 5 |
| 11.10 → 08.12 | Long | 80.0% | +8.96% | 2.10 | 5 |
| 11.10 → 10.12 | Long | 80.0% | +8.88% | 2.12 | 5 |
| 10.10 → 09.12 | Long | 80.0% | +8.04% | 1.92 | 5 |
| 11.10 → 25.10 | Long | 80.0% | +5.99% | 5.39 | 5 |
| 11.10 → 20.10 | Long | 80.0% | +4.46% | 6.40 | 5 |