ETFs
Over 2020 to 2025 (6 years of data), SUUSGBGBX has tended to move long between 06.10 and 05.12, closing higher in 100.0% of those years for an average +5.68% move and an annualized Sharpe of 2.77.
Best window
06.10 - 05.12
Direction
Long
Win rate
100.0%
Avg return
+5.68%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 05.12 | Long | 100.0% | +5.68% | 2.77 | 6 |
| 06.10 → 01.12 | Long | 100.0% | +5.57% | 2.53 | 6 |
| 11.10 → 09.12 | Long | 100.0% |
| +5.53% |
| 2.72 |
| 6 |
| 08.10 → 05.12 | Long | 100.0% | +5.49% | 3.37 | 6 |
| 11.10 → 10.12 | Long | 100.0% | +5.44% | 2.73 | 6 |
| 09.10 → 08.12 | Long | 100.0% | +5.43% | 2.59 | 6 |
| 06.10 → 02.12 | Long | 100.0% | +5.42% | 2.67 | 6 |
| 11.10 → 08.12 | Long | 100.0% | +5.39% | 2.77 | 6 |