Over 2021 to 2025 (5 years of data), XNAQGBGBP has tended to move long between 12.07 and 16.07, closing higher in 100.0% of those years for an average +1.08% move and an annualized Sharpe of 16.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 16.07 | Long | 100.0% | +1.08% | 16.02 | 5 |
| 12.07 → 15.07 | Long | 100.0% | +0.87% | 16.13 | 5 |
| 12.07 → 22.08 | Long | 80.0% | +3.52% | 1.59 | 5 |
| 07.07 → 22.08 | Long | 80.0% | +3.37% | 1.50 | 5 |
| 12.07 → 10.09 | Long | 80.0% | +3.37% | 1.14 | 5 |
| 12.07 → 02.09 | Long | 80.0% | +3.32% | 1.65 | 5 |
| 13.07 → 22.08 | Long | 80.0% | +3.22% | 1.32 | 5 |
| 12.07 → 23.08 | Long | 80.0% | +3.19% | 1.33 | 5 |