ETFs
Over 2020 to 2025 (6 years of data), ECARGBUSD has tended to move long between 08.10 and 07.12, closing higher in 100.0% of those years for an average +7.65% move and an annualized Sharpe of 2.81.
Best window
08.10 - 07.12
Direction
Long
Win rate
100.0%
Avg return
+7.65%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 07.12 | Long | 100.0% | +7.65% | 2.81 | 6 |
| 10.10 → 08.12 | Long | 100.0% | +7.08% | 2.43 | 6 |
| 10.10 → 09.12 | Long | 100.0% |
| +7.05% |
| 2.32 |
| 6 |
| 10.10 → 07.12 | Long | 100.0% | +6.80% | 2.34 | 6 |
| 11.10 → 08.12 | Long | 83.3% | +7.94% | 2.73 | 6 |
| 11.10 → 09.12 | Long | 83.3% | +7.91% | 2.60 | 6 |
| 11.10 → 07.12 | Long | 83.3% | +7.66% | 2.63 | 6 |
| 12.10 → 08.12 | Long | 83.3% | +7.64% | 2.57 | 6 |