Over 2011 to 2025 (15 years of data), AALGBGBX has tended to move short between 28.07 and 24.08, closing higher in 80.0% of those years for an average +5.45% move and an annualized Sharpe of 1.76.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 24.08 | Short | 80.0% | +5.45% | 1.76 | 15 |
| 28.07 → 04.09 | Short | 80.0% | +5.18% | 1.42 | 15 |
| 28.07 → 30.08 | Short | 80.0% | +4.98% | 1.81 | 15 |
| 28.07 → 05.09 | Short | 80.0% | +4.89% | 1.28 | 15 |
| 27.07 → 01.09 | Short | 80.0% | +4.85% | 1.53 | 15 |
| 28.07 → 01.09 | Short | 80.0% | +4.84% | 1.54 | 15 |
| 28.07 → 06.09 | Short | 80.0% | +4.79% | 1.21 | 15 |
| 28.07 → 03.09 | Short | 80.0% | +4.73% | 1.32 | 15 |