ETFs
Over 2020 to 2025 (6 years of data), SXLUGBUSD has tended to move long between 06.10 and 28.11, closing higher in 100.0% of those years for an average +4.55% move and an annualized Sharpe of 3.28.
Best window
06.10 - 28.11
Direction
Long
Win rate
100.0%
Avg return
+4.55%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 28.11 | Long | 100.0% | +4.55% | 3.28 | 6 |
| 06.10 → 27.11 | Long | 100.0% | +4.50% | 3.58 | 6 |
| 07.10 → 28.11 | Long | 100.0% |
| +4.35% |
| 2.86 |
| 6 |
| 06.10 → 26.11 | Long | 100.0% | +4.31% | 3.30 | 6 |
| 07.10 → 27.11 | Long | 100.0% | +4.30% | 3.09 | 6 |
| 07.10 → 26.11 | Long | 100.0% | +4.12% | 2.85 | 6 |
| 08.10 → 27.10 | Long | 100.0% | +2.87% | 9.46 | 6 |
| 09.10 → 27.10 | Long | 100.0% | +2.64% | 8.84 | 6 |