Over 2011 to 2025 (15 years of data), ANTOGBGBX has tended to move long between 22.08 and 26.08, closing higher in 80.0% of those years for an average +1.31% move and an annualized Sharpe of 4.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 26.08 | Long | 80.0% | +1.31% | 4.52 | 15 |
| 17.08 → 19.09 | Short | 80.0% | +0.20% | 0.07 | 15 |
| 17.08 → 23.09 | Short | 73.3% | +2.68% | 0.74 | 15 |
| 18.08 → 23.09 | Short | 73.3% | +2.48% | 0.68 | 15 |
| 17.08 → 22.09 | Short | 73.3% | +2.11% | 0.64 | 15 |
| 16.08 → 26.09 | Short | 73.3% | +2.01% | 0.42 | 15 |
| 22.08 → 27.08 | Long | 73.3% | +1.71% | 3.75 | 15 |
| 19.08 → 27.08 | Long | 73.3% | +1.63% | 2.18 | 15 |