Austria
Over 2011 to 2025 (15 years of data), RBIATEUR has tended to move long between 18.09 and 08.11, closing higher in 86.7% of those years for an average +9.10% move and an annualized Sharpe of 1.47.
Best window
18.09 - 08.11
Direction
Long
Win rate
86.7%
Avg return
+9.10%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.09 → 08.11 | Long | 86.7% | +9.10% | 1.47 | 15 |
| 18.09 → 14.11 | Long | 86.7% | +8.95% | 1.31 | 15 |
| 18.09 → 17.11 | Long | 86.7% |
| +8.90% |
| 1.14 |
| 15 |
| 19.09 → 18.11 | Long | 86.7% | +8.88% | 1.08 | 15 |
| 19.09 → 14.11 | Long | 86.7% | +8.74% | 1.25 | 15 |
| 18.09 → 16.11 | Long | 86.7% | +8.69% | 1.16 | 15 |
| 19.09 → 17.11 | Long | 86.7% | +8.69% | 1.09 | 15 |
| 21.09 → 14.11 | Long | 86.7% | +8.52% | 1.28 | 15 |