ETFs
Over 2020 to 2025 (6 years of data), VUKGGBGBP has tended to move long between 08.10 and 04.12, closing higher in 100.0% of those years for an average +4.72% move and an annualized Sharpe of 2.67.
Best window
08.10 - 04.12
Direction
Long
Win rate
100.0%
Avg return
+4.72%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 04.12 | Long | 100.0% | +4.72% | 2.67 | 6 |
| 08.10 → 07.12 | Long | 100.0% | +4.65% | 2.71 | 6 |
| 08.10 → 05.12 | Long | 100.0% |
| +4.61% |
| 2.50 |
| 6 |
| 09.10 → 04.12 | Long | 100.0% | +4.60% | 2.62 | 6 |
| 09.10 → 08.12 | Long | 100.0% | +4.59% | 2.70 | 6 |
| 09.10 → 07.12 | Long | 100.0% | +4.53% | 2.63 | 6 |
| 06.10 → 04.12 | Long | 100.0% | +4.52% | 2.64 | 6 |
| 07.10 → 04.12 | Long | 100.0% | +4.49% | 2.54 | 6 |