Over 2011 to 2025 (15 years of data), AALGBGBX has tended to move long between 26.08 and 16.10, closing higher in 73.3% of those years for an average +5.17% move and an annualized Sharpe of 0.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 16.10 | Long | 73.3% | +5.17% | 0.99 | 15 |
| 26.08 → 17.10 | Long | 73.3% | +4.69% | 0.96 | 15 |
| 26.08 → 22.10 | Long | 73.3% | +4.24% | 0.75 | 15 |
| 25.08 → 22.10 | Long | 73.3% | +4.16% | 0.71 | 15 |
| 22.08 → 14.09 | Long | 73.3% | +3.82% | 1.72 | 15 |
| 28.08 → 27.10 | Long | 73.3% | +3.70% | 0.53 | 15 |
| 23.08 → 14.09 | Long | 73.3% | +3.46% | 1.72 | 15 |
| 26.08 → 12.09 | Long | 73.3% | +3.11% | 1.72 | 15 |