Italy
Over 2020 to 2025 (6 years of data), MSITEUR has tended to move long between 11.10 and 22.10, closing higher in 100.0% of those years for an average +81.19% move and an annualized Sharpe of 2.50.
Best window
11.10 - 22.10
Direction
Long
Win rate
100.0%
Avg return
+81.19%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 22.10 | Long | 100.0% | +81.19% | 2.50 | 5 |
| 09.10 → 13.10 | Short | 100.0% | +2.42% | 14.82 | 5 |
| 05.10 → 13.10 | Short | 100.0% |
| +2.31% |
| 7.65 |
| 4 |
| 06.10 → 13.10 | Short | 100.0% | +2.11% | 9.99 | 5 |
| 10.10 → 13.10 | Short | 100.0% | +2.07% | 25.24 | 5 |
| 07.10 → 13.10 | Short | 100.0% | +1.92% | 9.03 | 5 |
| 08.10 → 13.10 | Short | 100.0% | +1.81% | 14.98 | 5 |
| 11.10 → 25.11 | Long | 80.0% | +92.59% | 1.28 | 5 |