Over 2011 to 2025 (15 years of data), AVGBGBX has tended to move long between 08.07 and 12.08, closing higher in 80.0% of those years for an average +3.66% move and an annualized Sharpe of 1.04.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 12.08 | Long | 80.0% | +3.66% | 1.04 | 15 |
| 08.07 → 07.08 | Long | 80.0% | +1.49% | 0.49 | 15 |
| 11.07 → 16.07 | Long | 80.0% | +1.03% | 3.77 | 15 |
| 09.07 → 07.08 | Long | 80.0% | +0.93% | 0.33 | 15 |
| 07.07 → 12.08 | Long | 73.3% | +3.67% | 0.98 | 15 |
| 08.07 → 13.08 | Long | 73.3% | +3.53% | 0.95 | 15 |
| 10.07 → 12.08 | Long | 73.3% | +3.53% | 1.02 | 15 |
| 07.07 → 11.08 | Long | 73.3% | +3.20% | 0.87 | 15 |