Italy
Over 2020 to 2025 (6 years of data), SRGITEUR has tended to move long between 07.10 and 05.12, closing higher in 100.0% of those years for an average +8.48% move and an annualized Sharpe of 3.17.
Best window
07.10 - 05.12
Direction
Long
Win rate
100.0%
Avg return
+8.48%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 05.12 | Long | 100.0% | +8.48% | 3.17 | 5 |
| 06.10 → 05.12 | Long | 100.0% | +7.97% | 3.46 | 5 |
| 08.10 → 20.10 | Long | 100.0% |
| +2.37% |
| 6.31 |
| 5 |
| 08.10 → 17.10 | Long | 100.0% | +2.23% | 9.14 | 5 |
| 08.10 → 18.10 | Long | 100.0% | +2.20% | 7.42 | 5 |
| 07.10 → 20.10 | Long | 100.0% | +2.15% | 5.28 | 5 |
| 08.10 → 16.10 | Long | 100.0% | +2.08% | 9.76 | 5 |
| 09.10 → 20.10 | Long | 100.0% | +2.02% | 5.84 | 5 |