ETFs
Over 2021 to 2025 (5 years of data), CYSEGBGBX has tended to move long between 06.10 and 11.11, closing higher in 80.0% of those years for an average +5.48% move and an annualized Sharpe of 1.37.
Best window
06.10 - 11.11
Direction
Long
Win rate
80.0%
Avg return
+5.48%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 11.11 | Long | 80.0% | +5.48% | 1.37 | 5 |
| 06.10 → 12.11 | Long | 80.0% | +5.42% | 1.27 | 5 |
| 08.10 → 11.11 | Long | 80.0% |
| +4.94% |
| 1.72 |
| 5 |
| 08.10 → 12.11 | Long | 80.0% | +4.86% | 1.56 | 5 |
| 08.10 → 13.11 | Long | 80.0% | +4.72% | 1.40 | 5 |
| 06.10 → 10.11 | Long | 80.0% | +4.68% | 1.05 | 5 |
| 09.10 → 11.11 | Long | 80.0% | +4.61% | 1.51 | 5 |
| 09.10 → 12.11 | Long | 80.0% | +4.54% | 1.38 | 5 |