Italy
Over 2020 to 2025 (6 years of data), SPMITEUR has tended to move short between 06.10 and 16.10, closing higher in 80.0% of those years for an average +2.65% move and an annualized Sharpe of 2.25.
Best window
06.10 - 16.10
Direction
Short
Win rate
80.0%
Avg return
+2.65%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 16.10 | Short | 80.0% | +2.65% | 2.25 | 5 |
| 05.10 → 23.10 | Long | 80.0% | +2.24% | 1.27 | 5 |
| 06.10 → 18.10 | Short | 80.0% |
| +2.23% |
| 1.30 |
| 5 |
| 05.10 → 22.10 | Long | 80.0% | +1.81% | 1.00 | 5 |
| 05.10 → 16.10 | Short | 80.0% | +1.26% | 1.35 | 5 |
| 06.10 → 13.10 | Short | 80.0% | +1.23% | 1.37 | 5 |
| 05.10 → 15.10 | Short | 80.0% | +1.09% | 1.31 | 5 |
| 06.10 → 10.10 | Short | 80.0% | +0.93% | 3.29 | 5 |