ETFs
Over 2020 to 2026 (7 years of data), AGESGBGBX has tended to move long between 05.10 and 14.11, closing higher in 100.0% of those years for an average +3.54% move and an annualized Sharpe of 3.10.
Best window
05.10 - 14.11
Direction
Long
Win rate
100.0%
Avg return
+3.54%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 14.11 | Long | 100.0% | +3.54% | 3.10 | 6 |
| 05.10 → 15.11 | Long | 100.0% | +3.39% | 3.04 | 6 |
| 11.10 → 08.12 | Long | 100.0% |
| +3.36% |
| 2.59 |
| 6 |
| 11.10 → 09.12 | Long | 100.0% | +3.36% | 2.26 | 6 |
| 11.10 → 07.12 | Long | 100.0% | +3.32% | 2.25 | 6 |
| 08.10 → 15.11 | Long | 100.0% | +3.31% | 4.93 | 6 |
| 06.10 → 15.11 | Long | 100.0% | +3.21% | 3.37 | 6 |
| 05.10 → 25.11 | Long | 100.0% | +3.20% | 2.19 | 6 |