Italy
Over 2020 to 2025 (6 years of data), WBDITEUR has tended to move long between 09.10 and 01.11, closing higher in 100.0% of those years for an average +5.04% move and an annualized Sharpe of 5.06.
Best window
09.10 - 01.11
Direction
Long
Win rate
100.0%
Avg return
+5.04%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 01.11 | Long | 100.0% | +5.04% | 5.06 | 5 |
| 08.10 → 01.11 | Long | 100.0% | +4.64% | 4.98 | 5 |
| 05.10 → 01.11 | Long | 100.0% |
| +4.62% |
| 3.66 |
| 5 |
| 11.10 → 01.11 | Long | 100.0% | +4.54% | 4.69 | 5 |
| 10.10 → 01.11 | Long | 100.0% | +4.45% | 4.72 | 5 |
| 07.10 → 01.11 | Long | 100.0% | +3.95% | 4.67 | 5 |
| 09.10 → 31.10 | Long | 100.0% | +3.73% | 5.91 | 5 |
| 09.10 → 29.10 | Long | 100.0% | +3.39% | 5.15 | 4 |