Italy
Over 2020 to 2025 (6 years of data), TENITEUR has tended to move long between 05.10 and 07.11, closing higher in 100.0% of those years for an average +15.83% move and an annualized Sharpe of 21.54.
Best window
05.10 - 07.11
Direction
Long
Win rate
100.0%
Avg return
+15.83%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 07.11 | Long | 100.0% | +15.83% | 21.54 | 5 |
| 05.10 → 06.11 | Long | 100.0% | +15.72% | 18.77 | 5 |
| 05.10 → 09.11 | Long | 100.0% |
| +15.10% |
| 18.92 |
| 5 |
| 06.10 → 07.11 | Long | 100.0% | +15.01% | 21.05 | 5 |
| 06.10 → 06.11 | Long | 100.0% | +14.89% | 25.44 | 5 |
| 05.10 → 08.11 | Long | 100.0% | +14.69% | 18.11 | 5 |
| 05.10 → 15.11 | Long | 100.0% | +14.64% | 10.86 | 5 |
| 05.10 → 11.11 | Long | 100.0% | +14.57% | 13.02 | 5 |