Over 2011 to 2025 (15 years of data), AGKGBGBX has tended to move long between 11.07 and 21.07, closing higher in 60.0% of those years for an average +1.40% move and an annualized Sharpe of 2.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 21.07 | Long | 60.0% | +1.40% | 2.53 | 15 |
| 12.07 → 21.07 | Long | 60.0% | +1.22% | 2.50 | 15 |
| 12.07 → 19.07 | Long | 60.0% | +1.07% | 2.56 | 15 |
| 11.07 → 19.07 | Long | 53.3% | +1.25% | 2.84 | 15 |
| 11.07 → 22.07 | Long | 53.3% | +1.05% | 1.75 | 15 |
| 10.07 → 19.07 | Long | 53.3% | +0.97% | 2.01 | 15 |
| 11.07 → 18.07 | Long | 53.3% | +0.91% | 2.65 | 15 |
| 13.07 → 21.07 | Long | 53.3% | +0.81% | 1.80 | 15 |