Over 2011 to 2025 (15 years of data), AGKGBGBX has tended to move short between 28.07 and 03.08, closing higher in 70.0% of those years for an average +2.08% move and an annualized Sharpe of 1.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 03.08 | Short | 70.0% | +2.08% | 1.77 | 10 |
| 23.07 → 21.09 | Short | 63.6% | +4.05% | 0.53 | 11 |
| 23.07 → 19.09 | Short | 63.6% | +3.85% | 0.51 | 11 |
| 23.07 → 20.09 | Short | 63.6% | +3.66% | 0.47 | 11 |
| 23.07 → 18.09 | Short | 63.6% | +3.52% | 0.47 | 11 |
| 23.07 → 17.09 | Short | 63.6% | +3.33% | 0.46 | 11 |
| 23.07 → 09.09 | Short | 63.6% | +3.27% | 0.53 | 11 |
| 24.07 → 04.09 | Short | 63.6% | +3.13% | 0.57 | 11 |