Italy
Over 2020 to 2025 (6 years of data), PRYITEUR has tended to move long between 08.10 and 12.10, closing higher in 100.0% of those years for an average +1.08% move and an annualized Sharpe of 11.39.
Best window
08.10 - 12.10
Direction
Long
Win rate
100.0%
Avg return
+1.08%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 12.10 | Long | 100.0% | +1.08% | 11.39 | 5 |
| 07.10 → 10.10 | Short | 100.0% | +0.84% | 10.92 | 5 |
| 05.10 → 28.10 | Long | 80.0% |
| +4.33% |
| 2.64 |
| 5 |
| 05.10 → 29.10 | Long | 80.0% | +4.28% | 2.56 | 5 |
| 11.10 → 28.10 | Long | 80.0% | +4.19% | 2.66 | 5 |
| 11.10 → 29.10 | Long | 80.0% | +4.14% | 2.57 | 5 |
| 05.10 → 26.10 | Long | 80.0% | +4.11% | 2.35 | 5 |
| 11.10 → 26.10 | Long | 80.0% | +3.98% | 2.41 | 5 |