Over 2011 to 2025 (15 years of data), BAGBGBX has tended to move long between 13.08 and 09.10, closing higher in 80.0% of those years for an average +2.36% move and an annualized Sharpe of 0.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.08 → 09.10 | Long | 80.0% | +2.36% | 0.95 | 15 |
| 15.08 → 20.08 | Short | 80.0% | +0.91% | 3.18 | 15 |
| 12.08 → 15.09 | Long | 73.3% | +3.57% | 1.72 | 15 |
| 12.08 → 12.09 | Long | 73.3% | +3.27% | 1.61 | 15 |
| 13.08 → 15.09 | Long | 73.3% | +3.19% | 1.76 | 15 |
| 13.08 → 12.09 | Long | 73.3% | +2.90% | 1.56 | 15 |
| 12.08 → 13.09 | Long | 73.3% | +2.84% | 1.46 | 15 |
| 12.08 → 08.10 | Long | 73.3% | +2.74% | 0.97 | 15 |