Italy
Over 2020 to 2025 (6 years of data), TRNITEUR has tended to move long between 07.10 and 05.12, closing higher in 100.0% of those years for an average +8.06% move and an annualized Sharpe of 2.94.
Best window
07.10 - 05.12
Direction
Long
Win rate
100.0%
Avg return
+8.06%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 05.12 | Long | 100.0% | +8.06% | 2.94 | 5 |
| 08.10 → 05.12 | Long | 100.0% | +7.98% | 2.78 | 5 |
| 07.10 → 06.12 | Long | 100.0% |
| +7.86% |
| 2.87 |
| 5 |
| 08.10 → 06.12 | Long | 100.0% | +7.78% | 2.71 | 5 |
| 07.10 → 01.12 | Long | 100.0% | +7.67% | 2.66 | 5 |
| 07.10 → 04.12 | Long | 100.0% | +7.67% | 2.69 | 5 |
| 09.10 → 05.12 | Long | 100.0% | +7.67% | 2.59 | 5 |
| 08.10 → 07.12 | Long | 100.0% | +7.65% | 2.56 | 5 |