Over 2011 to 2025 (15 years of data), AALGBGBX has tended to move long between 11.07 and 24.07, closing higher in 80.0% of those years for an average +1.64% move and an annualized Sharpe of 1.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 24.07 | Long | 80.0% | +1.64% | 1.22 | 15 |
| 11.07 → 23.07 | Long | 80.0% | +0.81% | 0.72 | 15 |
| 13.07 → 22.08 | Short | 73.3% | +3.65% | 0.72 | 15 |
| 12.07 → 31.08 | Short | 73.3% | +3.21% | 0.58 | 15 |
| 10.07 → 26.07 | Long | 73.3% | +2.87% | 1.82 | 15 |
| 11.07 → 26.07 | Long | 73.3% | +2.50% | 1.82 | 15 |
| 11.07 → 25.07 | Long | 73.3% | +1.87% | 1.38 | 15 |
| 12.07 → 24.07 | Long | 73.3% | +1.09% | 0.90 | 15 |