ETFs
Over 2020 to 2025 (6 years of data), IGLNUSUSD has tended to move long between 05.10 and 20.10, closing higher in 83.3% of those years for an average +3.64% move and an annualized Sharpe of 3.26.
Best window
05.10 - 20.10
Direction
Long
Win rate
83.3%
Avg return
+3.64%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 20.10 | Long | 83.3% | +3.64% | 3.26 | 6 |
| 08.10 → 01.12 | Long | 83.3% | +3.60% | 1.84 | 6 |
| 08.10 → 07.12 | Long | 83.3% |
| +3.57% |
| 2.43 |
| 6 |
| 05.10 → 16.11 | Long | 83.3% | +3.51% | 3.04 | 6 |
| 05.10 → 04.12 | Long | 83.3% | +3.51% | 1.78 | 6 |
| 06.10 → 04.12 | Long | 83.3% | +3.46% | 1.69 | 6 |
| 09.10 → 01.12 | Long | 83.3% | +3.41% | 1.77 | 6 |
| 05.10 → 03.12 | Long | 83.3% | +3.39% | 1.70 | 6 |