ETFs
Over 2023 to 2025 (3 years of data), DFNGGBGBP has tended to move long between 08.10 and 03.11, closing higher in 100.0% of those years for an average +2.59% move and an annualized Sharpe of 4.48.
Best window
08.10 - 03.11
Direction
Long
Win rate
100.0%
Avg return
+2.59%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 03.11 | Long | 100.0% | +2.59% | 4.48 | 3 |
| 08.10 → 02.11 | Long | 100.0% | +2.48% | 4.63 | 3 |
| 08.10 → 01.11 | Long | 100.0% |
| +2.18% |
| 4.31 |
| 3 |
| 06.10 → 09.10 | Long | 100.0% | +2.12% | 13.53 | 3 |
| 11.10 → 03.11 | Long | 100.0% | +1.84% | 4.73 | 3 |
| 06.10 → 11.11 | Long | 66.7% | +6.60% | 2.03 | 3 |
| 06.10 → 12.11 | Long | 66.7% | +6.38% | 2.00 | 3 |
| 06.10 → 10.11 | Long | 66.7% | +6.24% | 1.96 | 3 |