Italy
Over 2020 to 2025 (6 years of data), STMITEUR has tended to move short between 07.10 and 15.10, closing higher in 100.0% of those years for an average +2.51% move and an annualized Sharpe of 6.89.
Best window
07.10 - 15.10
Direction
Short
Win rate
100.0%
Avg return
+2.51%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 15.10 | Short | 100.0% | +2.51% | 6.89 | 5 |
| 07.10 → 17.10 | Short | 100.0% | +2.42% | 5.35 | 5 |
| 07.10 → 31.10 | Short | 80.0% |
| +5.95% |
| 1.99 |
| 5 |
| 07.10 → 01.11 | Short | 80.0% | +5.85% | 1.94 | 5 |
| 07.10 → 02.11 | Short | 80.0% | +5.54% | 1.81 | 5 |
| 09.10 → 08.12 | Long | 80.0% | +5.33% | 1.09 | 5 |
| 09.10 → 07.12 | Long | 80.0% | +5.21% | 0.99 | 5 |
| 07.10 → 03.11 | Short | 80.0% | +5.17% | 1.54 | 5 |