ETFs
Over 2020 to 2026 (7 years of data), AGESGBGBX has tended to move long between 11.10 and 08.12, closing higher in 100.0% of those years for an average +3.36% move and an annualized Sharpe of 2.59.
Best window
11.10 - 08.12
Direction
Long
Win rate
100.0%
Avg return
+3.36%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 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 |
| 09.10 → 08.12 | Long | 100.0% | +3.14% | 2.43 | 6 |
| 09.10 → 15.11 | Long | 100.0% | +3.08% | 5.05 | 6 |
| 07.10 → 15.11 | Long | 100.0% | +2.98% | 3.52 | 6 |