ETFs
Over 2020 to 2025 (6 years of data), VWRPGBGBP has tended to move long between 11.10 and 09.12, closing higher in 100.0% of those years for an average +4.42% move and an annualized Sharpe of 4.41.
Best window
11.10 - 09.12
Direction
Long
Win rate
100.0%
Avg return
+4.42%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.12 | Long | 100.0% | +4.42% | 4.41 | 6 |
| 06.10 → 05.12 | Long | 100.0% | +4.41% | 3.94 | 6 |
| 06.10 → 14.11 | Long | 100.0% |
| +4.39% |
| 5.38 |
| 6 |
| 11.10 → 08.12 | Long | 100.0% | +4.37% | 4.44 | 6 |
| 06.10 → 01.12 | Long | 100.0% | +4.31% | 4.53 | 6 |
| 09.10 → 08.12 | Long | 100.0% | +4.28% | 3.67 | 6 |
| 12.10 → 09.12 | Long | 100.0% | +4.27% | 3.69 | 6 |
| 06.10 → 12.11 | Long | 100.0% | +4.26% | 5.56 | 6 |