Italy
Over 2020 to 2025 (6 years of data), USITEUR has tended to move long between 07.10 and 16.11, closing higher in 100.0% of those years for an average +6.34% move and an annualized Sharpe of 2.66.
Best window
07.10 - 16.11
Direction
Long
Win rate
100.0%
Avg return
+6.34%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 16.11 | Long | 100.0% | +6.34% | 2.66 | 3 |
| 08.10 → 16.11 | Long | 100.0% | +6.30% | 2.52 | 3 |
| 07.10 → 18.11 | Long | 100.0% |
| +6.23% |
| 2.55 |
| 3 |
| 08.10 → 18.11 | Long | 100.0% | +6.19% | 2.40 | 3 |
| 07.10 → 14.11 | Long | 100.0% | +6.16% | 3.17 | 3 |
| 08.10 → 14.11 | Long | 100.0% | +6.12% | 2.96 | 3 |
| 07.10 → 13.11 | Long | 100.0% | +6.07% | 3.12 | 3 |
| 08.10 → 13.11 | Long | 100.0% | +6.03% | 2.92 | 3 |