Italy
Over 2020 to 2025 (6 years of data), SFERITEUR has tended to move long between 11.10 and 09.12, closing higher in 100.0% of those years for an average +16.48% move and an annualized Sharpe of 2.82.
Best window
11.10 - 09.12
Direction
Long
Win rate
100.0%
Avg return
+16.48%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.12 | Long | 100.0% | +16.48% | 2.82 | 5 |
| 11.10 → 10.12 | Long | 100.0% | +16.46% | 2.71 | 5 |
| 11.10 → 08.12 | Long | 100.0% |
| +16.14% |
| 2.73 |
| 5 |
| 12.10 → 11.12 | Long | 100.0% | +15.71% | 2.47 | 5 |
| 12.10 → 09.12 | Long | 100.0% | +15.60% | 2.55 | 5 |
| 12.10 → 10.12 | Long | 100.0% | +15.59% | 2.44 | 5 |
| 10.10 → 09.12 | Long | 100.0% | +15.42% | 2.72 | 5 |
| 12.10 → 08.12 | Long | 100.0% | +15.26% | 2.47 | 5 |