ETFs
Over 2020 to 2025 (6 years of data), ISPYGBGBX has tended to move long between 05.10 and 09.11, closing higher in 83.3% of those years for an average +3.51% move and an annualized Sharpe of 1.46.
Best window
05.10 - 09.11
Direction
Long
Win rate
83.3%
Avg return
+3.51%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 09.11 | Long | 83.3% | +3.51% | 1.46 | 6 |
| 06.10 → 09.11 | Long | 83.3% | +3.51% | 1.38 | 6 |
| 11.10 → 09.12 | Long | 83.3% |
| +3.37% |
| 1.20 |
| 6 |
| 08.10 → 15.11 | Long | 83.3% | +3.30% | 1.87 | 6 |
| 06.10 → 08.11 | Long | 83.3% | +3.23% | 1.45 | 6 |
| 11.10 → 08.12 | Long | 83.3% | +3.16% | 1.21 | 6 |
| 11.10 → 10.12 | Long | 83.3% | +3.10% | 1.16 | 6 |
| 11.10 → 14.11 | Long | 83.3% | +2.83% | 1.79 | 6 |