Over 2011 to 2025 (15 years of data), BATSGBGBX has tended to move short between 25.08 and 19.10, closing higher in 80.0% of those years for an average +2.98% move and an annualized Sharpe of 0.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 19.10 | Short | 80.0% | +2.98% | 0.97 | 15 |
| 22.08 → 06.10 | Short | 80.0% | +2.70% | 0.95 | 15 |
| 22.08 → 05.10 | Short | 80.0% | +2.67% | 0.97 | 15 |
| 25.08 → 24.10 | Short | 80.0% | +2.30% | 0.83 | 15 |
| 26.08 → 24.10 | Short | 80.0% | +2.17% | 0.78 | 15 |
| 22.08 → 21.10 | Short | 73.3% | +3.44% | 0.94 | 15 |
| 22.08 → 15.10 | Short | 73.3% | +3.27% | 0.99 | 15 |
| 22.08 → 16.10 | Short | 73.3% | +3.23% | 0.89 | 15 |