Over 2020 to 2025 (6 years of data), AGESGBGBX has tended to move long between 13.07 and 10.09, closing higher in 100.0% of those years for an average +3.48% move and an annualized Sharpe of 1.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 10.09 | Long | 100.0% | +3.48% | 1.87 | 6 |
| 10.07 → 02.09 | Long | 100.0% | +3.27% | 3.57 | 6 |
| 11.07 → 02.09 | Long | 100.0% | +3.22% | 2.85 | 6 |
| 09.07 → 24.08 | Long | 100.0% | +3.10% | 2.48 | 6 |
| 13.07 → 09.09 | Long | 100.0% | +3.10% | 1.66 | 6 |
| 10.07 → 08.09 | Long | 100.0% | +3.03% | 2.06 | 6 |
| 10.07 → 07.09 | Long | 100.0% | +2.91% | 2.27 | 6 |
| 12.07 → 02.09 | Long | 100.0% | +2.82% | 2.44 | 6 |