Italy
Over 2020 to 2025 (6 years of data), TITITEUR has tended to move short between 06.10 and 14.10, closing higher in 100.0% of those years for an average +7.12% move and an annualized Sharpe of 10.02.
Best window
06.10 - 14.10
Direction
Short
Win rate
100.0%
Avg return
+7.12%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 14.10 | Short | 100.0% | +7.12% | 10.02 | 4 |
| 06.10 → 15.10 | Short | 100.0% | +4.90% | 6.40 | 5 |
| 07.10 → 14.10 | Short | 100.0% |
| +4.33% |
| 9.49 |
| 4 |
| 10.10 → 14.10 | Short | 100.0% | +3.60% | 14.38 | 5 |
| 06.10 → 10.10 | Short | 100.0% | +3.05% | 10.22 | 5 |
| 08.10 → 14.10 | Short | 100.0% | +2.91% | 9.17 | 5 |
| 10.10 → 15.10 | Short | 100.0% | +2.78% | 17.90 | 5 |
| 07.10 → 15.10 | Short | 100.0% | +2.66% | 7.63 | 5 |