Italy
Over 2020 to 2025 (6 years of data), TODITEUR has tended to move short between 15.09 and 04.10, closing higher in 100.0% of those years for an average +6.63% move and an annualized Sharpe of 3.27.
Best window
15.09 - 04.10
Direction
Short
Win rate
100.0%
Avg return
+6.63%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 04.10 | Short | 100.0% | +6.63% | 3.27 | 3 |
| 16.09 → 04.10 | Short | 100.0% | +5.06% | 2.68 | 3 |
| 15.09 → 24.09 | Short | 100.0% |
| +4.06% |
| 3.90 |
| 3 |
| 15.09 → 27.10 | Short | 66.7% | +15.20% | 3.42 | 3 |
| 15.09 → 26.10 | Short | 66.7% | +14.55% | 3.32 | 3 |
| 15.09 → 29.10 | Short | 66.7% | +13.80% | 3.12 | 3 |
| 15.09 → 28.10 | Short | 66.7% | +13.73% | 3.17 | 3 |
| 16.09 → 27.10 | Short | 66.7% | +13.63% | 2.82 | 3 |