Over 2021 to 2025 (5 years of data), XNAQGBGBP has tended to move long between 12.07 and 15.07, closing higher in 100.0% of those years for an average +1.15% move and an annualized Sharpe of 25.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 15.07 | Long | 100.0% | +1.15% | 25.99 | 5 |
| 12.07 → 16.07 | Long | 100.0% | +0.81% | 11.36 | 5 |
| 14.07 → 12.09 | Long | 80.0% | +3.63% | 1.36 | 5 |
| 17.07 → 14.09 | Long | 80.0% | +3.57% | 1.54 | 5 |
| 17.07 → 13.09 | Long | 80.0% | +3.52% | 1.66 | 5 |
| 17.07 → 12.09 | Long | 80.0% | +3.32% | 1.50 | 5 |
| 12.07 → 23.08 | Long | 80.0% | +3.26% | 1.42 | 5 |
| 12.07 → 10.09 | Long | 80.0% | +3.23% | 1.11 | 5 |