Italy
Over 2020 to 2025 (6 years of data), TODITEUR has tended to move short between 06.10 and 09.10, closing higher in 100.0% of those years for an average +2.04% move and an annualized Sharpe of 16.65.
Best window
06.10 - 09.10
Direction
Short
Win rate
100.0%
Avg return
+2.04%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 09.10 | Short | 100.0% | +2.04% | 16.65 | 3 |
| 06.10 → 12.10 | Short | 100.0% | +1.56% | 32.48 | 3 |
| 10.10 → 24.10 | Long | 100.0% |
| +1.42% |
| 3.28 |
| 3 |
| 06.10 → 11.10 | Short | 100.0% | +1.12% | 93.06 | 3 |
| 06.10 → 19.10 | Short | 100.0% | +0.92% | 7.19 | 3 |
| 06.10 → 10.10 | Short | 100.0% | +0.84% | 11.39 | 3 |
| 10.10 → 18.10 | Long | 100.0% | +0.68% | 5.60 | 3 |
| 10.10 → 19.10 | Long | 100.0% | +0.66% | 4.98 | 3 |