

ETFs
Over 2016 to 2025 (10 years of data), XDERGBGBX has tended to move long between 11.10 and 14.11, closing higher in 80.0% of those years for an average +3.79% move and an annualized Sharpe of 1.34.
Best window
11.10 - 14.11
Direction
Long
Win rate
80.0%
Avg return
+3.79%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 14.11 | Long | 80.0% | +3.79% | 1.34 | 10 |
| 11.10 → 15.11 | Long | 80.0% | +3.60% | 1.32 | 10 |
| 12.10 → 14.11 | Long | 80.0% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.7231 |
| 3 | 99.7247 |
| 4 | 99.8629 |
| 5 | 99.5183 |
| 6 | 99.2587 |
| 7 | 98.6199 |
| 8 | 98.3966 |
| 9 | 98.7295 |
| 10 | 98.1851 |
| 11 | 98.3102 |
| 12 | 98.4072 |
| 13 | 98.5375 |
| 14 | 98.8302 |
| 15 | 99.3778 |
| 16 | 99.6957 |
| 17 | 99.1273 |
| 18 | 98.6114 |
| 19 | 98.1945 |
| 20 | 98.2983 |
| 21 | 97.9576 |
| 22 | 98.0834 |
| 23 | 98.1896 |
| 24 | 97.8903 |
| 25 | 97.6872 |
| 26 | 98.3484 |
| 27 | 98.9091 |
| 28 | 98.9812 |
| 29 | 98.9043 |
| 30 | 99.1131 |
| 31 | 99.1428 |
| 32 | 99.1319 |
| 33 | 100.6097 |
| 34 | 99.8248 |
| 35 | 99.7035 |
| 36 | 99.91 |
| 37 | 99.5782 |
| 38 | 98.3283 |
| 39 | 98.0434 |
| 40 | 97.7349 |
| 41 | 98.2591 |
| 42 | 97.7938 |
| 43 | 97.8913 |
| 44 | 97.5434 |
| 45 | 97.3065 |
| 46 | 97.9777 |
| 47 | 97.9579 |
| 48 | 97.8245 |
| 49 | 97.0163 |
| 50 | 96.784 |
| 51 | 96.8586 |
| 52 | 95.7963 |
| 53 | 95.6348 |
| 54 | 95.8872 |
| 55 | 95.5408 |
| 56 | 96.5555 |
| 57 | 96.14 |
| 58 | 96.2668 |
| 59 | 95.8934 |
| 60 | 95.4447 |
| 61 | 95.9665 |
| 62 | 95.4097 |
| 63 | 94.8751 |
| 64 | 94.0485 |
| 65 | 93.8368 |
| 66 | 93.6521 |
| 67 | 94.2199 |
| 68 | 94.6037 |
| 69 | 94.2197 |
| 70 | 94.6294 |
| 71 | 94.8142 |
| 72 | 94.4927 |
| 73 | 95.144 |
| 74 | 94.818 |
| 75 | 95.3371 |
| 76 | 95.2076 |
| 77 | 94.7595 |
| 78 | 94.6269 |
| 79 | 94.8644 |
| 80 | 94.951 |
| 81 | 94.567 |
| 82 | 94.1466 |
| 83 | 93.184 |
| 84 | 93.4353 |
| 85 | 93.825 |
| 86 | 93.9025 |
| 87 | 93.9875 |
| 88 | 94.989 |
| 89 | 95.8144 |
| 90 | 95.4682 |
| 91 | 95.8917 |
| 92 | 95.7719 |
| 93 | 95.9108 |
| 94 | 95.2313 |
| 95 | 94.9135 |
| 96 | 95.1186 |
| 97 | 94.649 |
| 98 | 95.1911 |
| 99 | 94.7548 |
| 100 | 95.2776 |
| 101 | 95.6195 |
| 102 | 95.4979 |
| 103 | 95.5696 |
| 104 | 96.4232 |
| 105 | 96.876 |
| 106 | 97.1794 |
| 107 | 97.1043 |
| 108 | 97.0178 |
| 109 | 97.004 |
| 110 | 97.0429 |
| 111 | 96.9079 |
| 112 | 97.3136 |
| 113 | 97.3641 |
| 114 | 97.585 |
| 115 | 96.9166 |
| 116 | 96.8388 |
| 117 | 97.2051 |
| 118 | 97.384 |
| 119 | 97.1786 |
| 120 | 97.503 |
| 121 | 97.7433 |
| 122 | 97.413 |
| 123 | 97.2648 |
| 124 | 96.993 |
| 125 | 97.3003 |
| 126 | 96.8578 |
| 127 | 97.0253 |
| 128 | 97.0805 |
| 129 | 96.3811 |
| 130 | 96.1538 |
| 131 | 96.2319 |
| 132 | 95.3736 |
| 133 | 95.3491 |
| 134 | 95.4944 |
| 135 | 96.1604 |
| 136 | 97.109 |
| 137 | 96.9458 |
| 138 | 97.002 |
| 139 | 96.7711 |
| 140 | 97.2612 |
| 141 | 96.9704 |
| 142 | 96.5439 |
| 143 | 96.9313 |
| 144 | 96.2971 |
| 145 | 96.3855 |
| 146 | 96.0917 |
| 147 | 96.7751 |
| 148 | 97.0437 |
| 149 | 97.507 |
| 150 | 97.1683 |
| 151 | 97.3765 |
| 152 | 97.2363 |
| 153 | 98.0704 |
| 154 | 97.8567 |
| 155 | 98.2102 |
| 156 | 98.3377 |
| 157 | 98.5441 |
| 158 | 98.5383 |
| 159 | 98.1947 |
| 160 | 98.4428 |
| 161 | 97.5252 |
| 162 | 97.2677 |
| 163 | 96.7726 |
| 164 | 95.8622 |
| 165 | 95.7766 |
| 166 | 95.4766 |
| 167 | 94.8628 |
| 168 | 95.2146 |
| 169 | 95.3127 |
| 170 | 94.9793 |
| 171 | 94.8506 |
| 172 | 94.8574 |
| 173 | 94.7444 |
| 174 | 93.8667 |
| 175 | 94.3736 |
| 176 | 94.4684 |
| 177 | 94.3522 |
| 178 | 94.5064 |
| 179 | 94.9684 |
| 180 | 94.4554 |
| 181 | 93.6775 |
| 182 | 94.0846 |
| 183 | 94.0286 |
| 184 | 94.3164 |
| 185 | 94.5085 |
| 186 | 94.6516 |
| 187 | 94.6722 |
| 188 | 94.8267 |
| 189 | 94.6549 |
| 190 | 94.8098 |
| 191 | 94.7466 |
| 192 | 95.2511 |
| 193 | 96.5695 |
| 194 | 96.3519 |
| 195 | 95.8646 |
| 196 | 96.1156 |
| 197 | 96.1262 |
| 198 | 96.0548 |
| 199 | 96.3095 |
| 200 | 97.0457 |
| 201 | 97.3698 |
| 202 | 97.9256 |
| 203 | 97.9358 |
| 204 | 97.7949 |
| 205 | 97.5286 |
| 206 | 97.3075 |
| 207 | 97.324 |
| 208 | 97.3135 |
| 209 | 97.6133 |
| 210 | 97.4734 |
| 211 | 97.5994 |
| 212 | 97.8195 |
| 213 | 97.5964 |
| 214 | 97.6133 |
| 215 | 98.0713 |
| 216 | 98.3327 |
| 217 | 98.5449 |
| 218 | 98.3104 |
| 219 | 98.217 |
| 220 | 98.5921 |
| 221 | 98.3866 |
| 222 | 99.5733 |
| 223 | 99.5565 |
| 224 | 99.6309 |
| 225 | 99.6986 |
| 226 | 99.2593 |
| 227 | 99.3864 |
| 228 | 98.8742 |
| 229 | 97.8129 |
| 230 | 97.7173 |
| 231 | 97.2351 |
| 232 | 97.7818 |
| 233 | 97.6553 |
| 234 | 97.4304 |
| 235 | 97.099 |
| 236 | 97.2449 |
| 237 | 97.0877 |
| 238 | 96.3997 |
| 239 | 96.6659 |
| 240 | 96.5465 |
| 241 | 97.3132 |
| 242 | 96.9476 |
| 243 | 97.5343 |
| 244 | 97.6322 |
| 245 | 96.7005 |
| 246 | 96.8179 |
| 247 | 96.1997 |
| 248 | 96.3333 |
| 249 | 96.7729 |
| 250 | 96.9435 |
| 251 | 96.2647 |
| 252 | 96.3122 |
| 253 | 95.9782 |
| 254 | 96.5186 |
| 255 | 97.1459 |
| 256 | 96.6268 |
| 257 | 96.9844 |
| 258 | 96.6055 |
| 259 | 96.4892 |
| 260 | 96.3125 |
| 261 | 95.7145 |
| 262 | 95.6649 |
| 263 | 95.1742 |
| 264 | 95.2429 |
| 265 | 94.3366 |
| 266 | 94.2449 |
| 267 | 94.0843 |
| 268 | 93.6505 |
| 269 | 92.9115 |
| 270 | 92.0394 |
| 271 | 92.2614 |
| 272 | 91.8178 |
| 273 | 92.5726 |
| 274 | 92.5775 |
| 275 | 92.7126 |
| 276 | 92.5414 |
| 277 | 92.408 |
| 278 | 91.6224 |
| 279 | 91.5652 |
| 280 | 91.3269 |
| 281 | 90.9293 |
| 282 | 90.8753 |
| 283 | 91.132 |
| 284 | 90.9019 |
| 285 | 90.8726 |
| 286 | 90.9022 |
| 287 | 91.9457 |
| 288 | 92.0318 |
| 289 | 92.2768 |
| 290 | 92.8725 |
| 291 | 92.4365 |
| 292 | 91.5935 |
| 293 | 91.7959 |
| 294 | 91.9789 |
| 295 | 92.0323 |
| 296 | 91.7347 |
| 297 | 92.1508 |
| 298 | 92.4843 |
| 299 | 92.4049 |
| 300 | 93.1258 |
| 301 | 92.6223 |
| 302 | 92.4189 |
| 303 | 92.1343 |
| 304 | 92.4165 |
| 305 | 92.8132 |
| 306 | 93.6375 |
| 307 | 93.6885 |
| 308 | 94.971 |
| 309 | 94.8884 |
| 310 | 94.2945 |
| 311 | 93.9675 |
| 312 | 93.963 |
| 313 | 94.6849 |
| 314 | 95.5605 |
| 315 | 96.0339 |
| 316 | 96.1435 |
| 317 | 95.8218 |
| 318 | 96.2961 |
| 319 | 96.2072 |
| 320 | 95.8743 |
| 321 | 95.7493 |
| 322 | 95.9183 |
| 323 | 95.6854 |
| 324 | 95.6286 |
| 325 | 95.0401 |
| 326 | 94.7893 |
| 327 | 94.9784 |
| 328 | 95.5374 |
| 329 | 95.7491 |
| 330 | 95.583 |
| 331 | 95.5523 |
| 332 | 95.7413 |
| 333 | 95.7846 |
| 334 | 95.4564 |
| 335 | 95.4959 |
| 336 | 95.6834 |
| 337 | 95.1695 |
| 338 | 95.2193 |
| 339 | 95.8094 |
| 340 | 95.8307 |
| 341 | 95.8184 |
| 342 | 95.3615 |
| 343 | 95.3857 |
| 344 | 94.8769 |
| 345 | 94.9061 |
| 346 | 94.6568 |
| 347 | 95.2314 |
| 348 | 95.9113 |
| 349 | 95.9126 |
| 350 | 94.9785 |
| 351 | 94.8188 |
| 352 | 94.9292 |
| 353 | 95.0153 |
| 354 | 94.6202 |
| 355 | 95.199 |
| 356 | 95.2635 |
| 357 | 95.3686 |
| 358 | 95.4324 |
| 359 | 95.506 |
| 360 | 95.506 |
| 361 | 95.6177 |
| 362 | 95.7532 |
| 363 | 96.3691 |
| 364 | 96.421 |
| 365 | 96.4491 |
| 366 | 97.2419 |
| +3.50% |
| 1.23 |
| 10 |
| 08.10 → 14.11 | Long | 80.0% | +3.40% | 1.17 | 10 |
| 11.10 → 29.11 | Long | 80.0% | +3.37% | 1.30 | 10 |
| 11.10 → 16.11 | Long | 80.0% | +3.36% | 1.25 | 10 |
| 11.10 → 27.11 | Long | 80.0% | +3.34% | 1.30 | 10 |
| 11.10 → 28.11 | Long | 80.0% | +3.33% | 1.27 | 10 |