Over 2011 to 2025 (15 years of data), ADMGBGBX has tended to move long between 07.07 and 12.07, closing higher in 80.0% of those years for an average +1.21% move and an annualized Sharpe of 3.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 12.07 | Long | 80.0% | +1.21% | 3.22 | 15 |
| 10.07 → 22.07 | Long | 80.0% | +1.10% | 0.68 | 15 |
| 09.07 → 22.07 | Long | 80.0% | +0.93% | 0.52 | 15 |
| 11.07 → 21.07 | Long | 80.0% | +0.47% | 0.32 | 15 |
| 11.07 → 16.07 | Long | 80.0% | -0.15% | -0.22 | 15 |
| 13.07 → 21.07 | Long | 80.0% | -0.16% | -0.13 | 15 |
| 12.07 → 21.07 | Long | 80.0% | -0.19% | -0.14 | 15 |
| 10.07 → 03.08 | Long | 73.3% | +1.93% | 0.89 | 15 |