ETFs
Over 2020 to 2025 (6 years of data), WSMLGBUSD has tended to move long between 11.10 and 09.12, closing higher in 100.0% of those years for an average +6.51% move and an annualized Sharpe of 3.68.
Best window
11.10 - 09.12
Direction
Long
Win rate
100.0%
Avg return
+6.51%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.12 | Long | 100.0% | +6.51% | 3.68 | 6 |
| 11.10 → 01.12 | Long | 100.0% | +6.47% | 3.65 | 6 |
| 12.10 → 09.12 | Long | 100.0% |
| +6.41% |
| 3.90 |
| 6 |
| 12.10 → 04.12 | Long | 100.0% | +6.38% | 3.65 | 6 |
| 12.10 → 01.12 | Long | 100.0% | +6.37% | 3.90 | 6 |
| 09.10 → 01.12 | Long | 100.0% | +6.36% | 3.29 | 6 |
| 12.10 → 10.12 | Long | 100.0% | +6.34% | 3.86 | 6 |
| 11.10 → 08.12 | Long | 100.0% | +6.23% | 3.60 | 6 |