ETFs
Over 2020 to 2025 (6 years of data), SUASGBUSD has tended to move long between 11.10 and 09.12, closing higher in 100.0% of those years for an average +7.10% move and an annualized Sharpe of 4.28.
Best window
11.10 - 09.12
Direction
Long
Win rate
100.0%
Avg return
+7.10%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.12 | Long | 100.0% | +7.10% | 4.28 | 6 |
| 11.10 → 10.12 | Long | 100.0% | +6.97% | 4.57 | 6 |
| 08.10 → 03.12 | Long | 100.0% |
| +6.88% |
| 4.51 |
| 6 |
| 10.10 → 09.12 | Long | 100.0% | +6.88% | 4.27 | 6 |
| 11.10 → 05.12 | Long | 100.0% | +6.83% | 4.22 | 6 |
| 05.10 → 03.12 | Long | 100.0% | +6.81% | 5.57 | 6 |
| 09.10 → 03.12 | Long | 100.0% | +6.81% | 4.45 | 6 |
| 11.10 → 08.12 | Long | 100.0% | +6.74% | 4.09 | 6 |