Over 2011 to 2025 (15 years of data), AZNGBGBX has tended to move long between 27.07 and 01.08, closing higher in 80.0% of those years for an average +2.10% move and an annualized Sharpe of 5.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 01.08 | Long | 80.0% | +2.10% | 5.58 | 15 |
| 27.07 → 02.08 | Long | 80.0% | +2.03% | 4.96 | 15 |
| 27.07 → 30.07 | Long | 80.0% | +2.02% | 6.34 | 15 |
| 28.07 → 01.08 | Long | 80.0% | +1.95% | 6.13 | 15 |
| 28.07 → 02.08 | Long | 80.0% | +1.88% | 5.25 | 15 |
| 27.07 → 03.08 | Long | 80.0% | +1.57% | 2.62 | 15 |
| 27.07 → 12.08 | Long | 80.0% | +1.52% | 1.40 | 15 |
| 28.07 → 03.08 | Long | 80.0% | +1.42% | 2.66 | 15 |