ETFs
Over 2020 to 2025 (6 years of data), SUSMGBUSD has tended to move long between 08.10 and 14.11, closing higher in 83.3% of those years for an average +4.88% move and an annualized Sharpe of 2.52.
Best window
08.10 - 14.11
Direction
Long
Win rate
83.3%
Avg return
+4.88%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 14.11 | Long | 83.3% | +4.88% | 2.52 | 6 |
| 05.10 → 15.11 | Long | 83.3% | +4.86% | 1.91 | 6 |
| 11.10 → 15.11 | Long | 83.3% |
| +4.85% |
| 2.41 |
| 6 |
| 05.10 → 14.11 | Long | 83.3% | +4.71% | 2.01 | 6 |
| 11.10 → 14.11 | Long | 83.3% | +4.71% | 2.61 | 6 |
| 09.10 → 14.11 | Long | 83.3% | +4.66% | 2.55 | 6 |
| 06.10 → 15.11 | Long | 83.3% | +4.65% | 1.97 | 6 |
| 07.10 → 15.11 | Long | 83.3% | +4.57% | 1.95 | 6 |