ETFs
Over 2020 to 2026 (7 years of data), AIAIGBUSD has tended to move long between 06.10 and 05.12, closing higher in 100.0% of those years for an average +9.59% move and an annualized Sharpe of 3.72.
Best window
06.10 - 05.12
Direction
Long
Win rate
100.0%
Avg return
+9.59%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 05.12 | Long | 100.0% | +9.59% | 3.72 | 5 |
| 05.10 → 12.11 | Long | 100.0% | +6.04% | 4.16 | 6 |
| 06.10 → 12.11 | Long | 100.0% |
| +5.78% |
| 4.10 |
| 6 |
| 05.10 → 11.11 | Long | 100.0% | +5.75% | 4.31 | 6 |
| 08.10 → 12.11 | Long | 100.0% | +5.58% | 5.64 | 6 |
| 06.10 → 11.11 | Long | 100.0% | +5.49% | 4.22 | 6 |
| 08.10 → 11.11 | Long | 100.0% | +5.30% | 5.63 | 6 |
| 08.10 → 10.11 | Long | 100.0% | +4.28% | 3.95 | 6 |