Italy
Over 2020 to 2025 (6 years of data), UCGITEUR has tended to move long between 05.10 and 09.11, closing higher in 100.0% of those years for an average +8.74% move and an annualized Sharpe of 4.19.
Best window
05.10 - 09.11
Direction
Long
Win rate
100.0%
Avg return
+8.74%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 09.11 | Long | 100.0% | +8.74% | 4.19 | 4 |
| 05.10 → 13.11 | Long | 100.0% | +8.58% | 3.84 | 5 |
| 05.10 → 12.11 | Long | 100.0% |
| +8.31% |
| 3.56 |
| 5 |
| 05.10 → 11.11 | Long | 100.0% | +8.25% | 3.76 | 5 |
| 05.10 → 14.11 | Long | 100.0% | +8.20% | 3.25 | 5 |
| 05.10 → 15.11 | Long | 100.0% | +7.92% | 2.73 | 5 |
| 05.10 → 17.11 | Long | 100.0% | +7.47% | 2.34 | 5 |
| 05.10 → 04.11 | Long | 100.0% | +7.46% | 3.16 | 5 |