ETFs
Over 2020 to 2025 (6 years of data), XS6RGBGBX has tended to move long between 06.10 and 27.10, closing higher in 100.0% of those years for an average +3.94% move and an annualized Sharpe of 8.41.
Best window
06.10 - 27.10
Direction
Long
Win rate
100.0%
Avg return
+3.94%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 27.10 | Long | 100.0% | +3.94% | 8.41 | 6 |
| 06.10 → 26.10 | Long | 100.0% | +3.59% | 9.65 | 6 |
| 05.10 → 27.10 | Long | 100.0% |
| +3.45% |
| 8.12 |
| 6 |
| 06.10 → 25.10 | Long | 100.0% | +3.12% | 7.74 | 6 |
| 05.10 → 26.10 | Long | 100.0% | +3.10% | 8.13 | 6 |
| 06.10 → 23.10 | Long | 100.0% | +2.78% | 7.78 | 6 |
| 06.10 → 24.10 | Long | 100.0% | +2.75% | 6.63 | 6 |
| 05.10 → 25.10 | Long | 100.0% | +2.64% | 6.01 | 6 |