Italy
Over 2020 to 2025 (6 years of data), RACEITEUR has tended to move long between 11.10 and 11.11, closing higher in 100.0% of those years for an average +10.65% move and an annualized Sharpe of 4.58.
Best window
11.10 - 11.11
Direction
Long
Win rate
100.0%
Avg return
+10.65%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 11.11 | Long | 100.0% | +10.65% | 4.58 | 5 |
| 11.10 → 12.11 | Long | 100.0% | +10.59% | 3.78 | 5 |
| 11.10 → 14.11 | Long | 100.0% |
| +10.36% |
| 3.56 |
| 5 |
| 11.10 → 13.11 | Long | 100.0% | +10.12% | 3.53 | 5 |
| 10.10 → 11.11 | Long | 100.0% | +9.82% | 3.74 | 5 |
| 10.10 → 12.11 | Long | 100.0% | +9.75% | 3.19 | 5 |
| 11.10 → 10.11 | Long | 100.0% | +9.61% | 4.21 | 5 |
| 10.10 → 14.11 | Long | 100.0% | +9.55% | 2.92 | 5 |