Italy
Over 2020 to 2025 (6 years of data), SRSITEUR has tended to move long between 12.10 and 22.10, closing higher in 100.0% of those years for an average +6.92% move and an annualized Sharpe of 5.31.
Best window
12.10 - 22.10
Direction
Long
Win rate
100.0%
Avg return
+6.92%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 22.10 | Long | 100.0% | +6.92% | 5.31 | 3 |
| 12.10 → 20.10 | Long | 100.0% | +5.40% | 7.44 | 3 |
| 12.10 → 21.10 | Long | 100.0% |
| +5.32% |
| 6.58 |
| 3 |
| 06.10 → 11.10 | Short | 100.0% | +4.48% | 10.50 | 3 |
| 12.10 → 19.10 | Long | 100.0% | +4.46% | 9.54 | 3 |
| 07.10 → 22.10 | Long | 100.0% | +4.12% | 6.17 | 3 |
| 08.10 → 11.10 | Short | 100.0% | +3.48% | 15.05 | 3 |
| 07.10 → 11.10 | Short | 100.0% | +3.37% | 7.84 | 3 |