Italy
Over 2020 to 2025 (6 years of data), TISITEUR has tended to move short between 11.10 and 09.12, closing higher in 100.0% of those years for an average +19.57% move and an annualized Sharpe of 6.26.
Best window
11.10 - 09.12
Direction
Short
Win rate
100.0%
Avg return
+19.57%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.12 | Short | 100.0% | +19.57% | 6.26 | 3 |
| 11.10 → 06.12 | Short | 100.0% | +18.29% | 5.52 | 3 |
| 11.10 → 07.12 | Short | 100.0% |
| +17.87% |
| 5.22 |
| 3 |
| 10.10 → 09.12 | Short | 100.0% | +17.85% | 4.35 | 3 |
| 11.10 → 04.12 | Short | 100.0% | +17.49% | 5.61 | 3 |
| 11.10 → 02.12 | Short | 100.0% | +17.48% | 4.77 | 3 |
| 11.10 → 05.12 | Short | 100.0% | +17.14% | 5.86 | 3 |
| 11.10 → 30.11 | Short | 100.0% | +17.06% | 5.52 | 3 |