ETFs
Over 2021 to 2025 (5 years of data), XNAQGBGBP has tended to move long between 08.10 and 12.11, closing higher in 100.0% of those years for an average +5.94% move and an annualized Sharpe of 4.54.
Best window
08.10 - 12.11
Direction
Long
Win rate
100.0%
Avg return
+5.94%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 12.11 | Long | 100.0% | +5.94% | 4.54 | 5 |
| 11.10 → 12.11 | Long | 100.0% | +5.76% | 4.61 | 5 |
| 09.10 → 12.11 | Long | 100.0% |
| +5.65% |
| 4.10 |
| 5 |
| 08.10 → 14.11 | Long | 100.0% | +5.61% | 4.17 | 5 |
| 11.10 → 01.12 | Long | 100.0% | +5.57% | 2.50 | 5 |
| 11.10 → 14.11 | Long | 100.0% | +5.43% | 4.35 | 5 |
| 08.10 → 13.11 | Long | 100.0% | +5.35% | 3.80 | 5 |
| 11.10 → 06.12 | Long | 100.0% | +5.35% | 3.02 | 5 |