Over 2011 to 2025 (15 years of data), BABGBGBX has tended to move long between 10.07 and 16.07, closing higher in 73.3% of those years for an average +2.09% move and an annualized Sharpe of 3.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 16.07 | Long | 73.3% | +2.09% | 3.58 | 15 |
| 11.07 → 16.07 | Long | 73.3% | +1.92% | 4.10 | 15 |
| 11.07 → 15.07 | Long | 73.3% | +1.54% | 4.44 | 15 |
| 11.07 → 14.07 | Long | 73.3% | +1.02% | 3.44 | 15 |
| 11.07 → 19.07 | Long | 66.7% | +1.87% | 1.19 | 15 |
| 10.07 → 17.07 | Long | 66.7% | +1.71% | 2.46 | 15 |
| 09.07 → 15.07 | Long | 66.7% | +1.33% | 2.43 | 15 |
| 09.07 → 13.07 | Long | 66.7% | +1.05% | 2.45 | 15 |