ETFs
Over 2020 to 2025 (6 years of data), CNDXGBUSD has tended to move long between 08.10 and 01.12, closing higher in 100.0% of those years for an average +7.18% move and an annualized Sharpe of 7.05.
Best window
08.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+7.18%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 01.12 | Long | 100.0% | +7.18% | 7.05 | 6 |
| 05.10 → 01.12 | Long | 100.0% | +7.13% | 4.85 | 6 |
| 09.10 → 08.12 | Long | 100.0% |
| +7.11% |
| 6.91 |
| 6 |
| 11.10 → 09.12 | Long | 100.0% | +7.08% | 8.85 | 6 |
| 09.10 → 01.12 | Long | 100.0% | +7.03% | 5.85 | 6 |
| 08.10 → 07.12 | Long | 100.0% | +6.94% | 7.31 | 6 |
| 08.10 → 05.12 | Long | 100.0% | +6.84% | 8.77 | 6 |
| 09.10 → 07.12 | Long | 100.0% | +6.79% | 6.36 | 6 |