Over 2011 to 2025 (15 years of data), AZNGBGBX has tended to move long between 08.07 and 25.08, closing higher in 80.0% of those years for an average +2.95% move and an annualized Sharpe of 0.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 25.08 | Long | 80.0% | +2.95% | 0.86 | 15 |
| 08.07 → 22.07 | Long | 80.0% | +1.60% | 2.53 | 15 |
| 08.07 → 24.08 | Long | 73.3% | +3.16% | 0.91 | 15 |
| 08.07 → 22.08 | Long | 73.3% | +3.08% | 0.91 | 15 |
| 08.07 → 20.08 | Long | 73.3% | +3.02% | 0.83 | 15 |
| 08.07 → 26.08 | Long | 73.3% | +3.01% | 0.91 | 15 |
| 07.07 → 19.08 | Long | 73.3% | +2.95% | 0.82 | 15 |
| 07.07 → 25.08 | Long | 73.3% | +2.86% | 0.80 | 15 |