ETFs
Over 2020 to 2025 (6 years of data), INTLGBGBX has tended to move long between 11.10 and 09.12, closing higher in 100.0% of those years for an average +10.25% move and an annualized Sharpe of 3.16.
Best window
11.10 - 09.12
Direction
Long
Win rate
100.0%
Avg return
+10.25%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.12 | Long | 100.0% | +10.25% | 3.16 | 6 |
| 11.10 → 08.12 | Long | 100.0% | +10.05% | 2.94 | 6 |
| 12.10 → 09.12 | Long | 100.0% |
| +10.04% |
| 2.96 |
| 6 |
| 08.10 → 05.12 | Long | 100.0% | +9.96% | 2.50 | 6 |
| 11.10 → 10.12 | Long | 100.0% | +9.94% | 3.19 | 6 |
| 12.10 → 08.12 | Long | 100.0% | +9.84% | 2.77 | 6 |
| 12.10 → 10.12 | Long | 100.0% | +9.73% | 3.00 | 6 |
| 11.10 → 07.12 | Long | 100.0% | +9.47% | 2.53 | 6 |