ETFs
Over 2020 to 2025 (6 years of data), ECARGBUSD has tended to move long between 21.09 and 14.11, closing higher in 83.3% of those years for an average +5.21% move and an annualized Sharpe of 1.83.
Best window
21.09 - 14.11
Direction
Long
Win rate
83.3%
Avg return
+5.21%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.09 → 14.11 | Long | 83.3% | +5.21% | 1.83 | 6 |
| 17.09 → 14.11 | Long | 83.3% | +4.53% | 1.57 | 6 |
| 18.09 → 14.11 | Long | 83.3% |
| +4.47% |
| 1.58 |
| 6 |
| 15.09 → 14.11 | Long | 83.3% | +4.05% | 1.41 | 6 |
| 21.09 → 13.11 | Long | 83.3% | +4.01% | 1.36 | 6 |
| 16.09 → 14.11 | Long | 83.3% | +3.92% | 1.48 | 6 |
| 21.09 → 12.11 | Long | 83.3% | +3.90% | 1.34 | 6 |
| 21.09 → 10.11 | Long | 83.3% | +3.87% | 1.40 | 6 |