Over 2011 to 2025 (15 years of data), BAGBGBX has tended to move long between 08.07 and 11.07, closing higher in 86.7% of those years for an average +1.33% move and an annualized Sharpe of 6.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 11.07 | Long | 86.7% | +1.33% | 6.01 | 15 |
| 08.07 → 20.07 | Long | 80.0% | +1.84% | 2.99 | 15 |
| 08.07 → 17.07 | Long | 80.0% | +1.83% | 3.52 | 15 |
| 07.07 → 11.07 | Long | 80.0% | +1.43% | 4.04 | 15 |
| 08.07 → 12.07 | Long | 80.0% | +1.42% | 5.72 | 15 |
| 07.07 → 30.07 | Long | 73.3% | +2.93% | 1.91 | 15 |
| 08.07 → 30.07 | Long | 73.3% | +2.83% | 2.02 | 15 |
| 09.07 → 30.07 | Long | 73.3% | +2.54% | 1.85 | 15 |