Over 2011 to 2025 (15 years of data), ABFGBGBX has tended to move short between 13.07 and 11.09, closing higher in 80.0% of those years for an average +2.63% move and an annualized Sharpe of 0.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Short | 80.0% | +2.63% | 0.77 | 15 |
| 13.07 → 20.07 | Long | 80.0% | +1.10% | 2.21 | 15 |
| 12.07 → 10.09 | Short | 73.3% | +3.59% | 1.09 | 15 |
| 13.07 → 10.09 | Short | 73.3% | +3.38% | 1.01 | 15 |
| 13.07 → 19.07 | Long | 73.3% | +0.66% | 1.47 | 15 |
| 09.07 → 13.07 | Short | 73.3% | +0.63% | 2.07 | 15 |
| 13.07 → 18.07 | Long | 73.3% | +0.41% | 0.98 | 15 |
| 08.07 → 11.07 | Short | 73.3% | +0.21% | 0.78 | 15 |