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I couldn't think of a descriptive title other than the problem statement itself. What is $$\sup_\limits{E\subset[-\pi,\pi)}\left|\int_Ee^{it}\,dt\right|?$$

(The question seems possibly relevant to determining the best constant in the inequalities in my answer here.)

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Oh. This is simpler than I thought, by an argument not at all like what I had in mind:

First, replacing $E$ by a translate, wlog $$\int_Ee^{it}\,dt\ge0,$$so in particular $$\left|\int_Ee^{it}\,dt\right|=\int_E\cos(t)\,dt.$$And it's clear that the last integral is maximized by $E=[-\pi/2,\pi/2]$.