ETFs
Over 2020 to 2025 (6 years of data), GLGGGBGBX has tended to move long between 11.10 and 08.12, closing higher in 100.0% of those years for an average +5.85% move and an annualized Sharpe of 4.68.
Best window
11.10 - 08.12
Direction
Long
Win rate
100.0%
Avg return
+5.85%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.12 | Long | 100.0% | +5.85% | 4.68 | 6 |
| 11.10 → 09.12 | Long | 100.0% | +5.72% | 4.38 | 6 |
| 11.10 → 24.11 | Long | 100.0% |
| +5.52% |
| 4.71 |
| 6 |
| 11.10 → 25.11 | Long | 100.0% | +5.52% | 4.97 | 6 |
| 11.10 → 22.11 | Long | 100.0% | +5.44% | 4.31 | 6 |
| 11.10 → 07.12 | Long | 100.0% | +5.41% | 4.83 | 6 |
| 11.10 → 10.12 | Long | 100.0% | +5.40% | 3.81 | 6 |
| 11.10 → 05.12 | Long | 100.0% | +5.38% | 5.58 | 6 |