Austria
Over 2011 to 2025 (15 years of data), RBIATEUR has tended to move long between 11.10 and 07.12, closing higher in 100.0% of those years for an average +10.14% move and an annualized Sharpe of 2.47.
Best window
11.10 - 07.12
Direction
Long
Win rate
100.0%
Avg return
+10.14%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.12 | Long | 100.0% | +10.14% | 2.47 | 15 |
| 11.10 → 03.12 | Long | 93.3% | +10.12% | 2.58 | 15 |
| 10.10 → 07.12 | Long | 93.3% |
| +10.00% |
| 2.34 |
| 15 |
| 11.10 → 02.12 | Long | 93.3% | +9.94% | 2.20 | 15 |
| 11.10 → 01.12 | Long | 93.3% | +9.93% | 2.04 | 15 |
| 10.10 → 03.12 | Long | 93.3% | +9.92% | 2.66 | 15 |
| 11.10 → 04.12 | Long | 93.3% | +9.83% | 2.42 | 15 |
| 10.10 → 02.12 | Long | 93.3% | +9.74% | 2.23 | 15 |