Over 2011 to 2025 (15 years of data), BATSGBGBX has tended to move short between 16.08 and 06.10, closing higher in 86.7% of those years for an average +3.32% move and an annualized Sharpe of 1.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 06.10 | Short | 86.7% | +3.32% | 1.26 | 15 |
| 16.08 → 04.10 | Short | 86.7% | +3.29% | 1.26 | 15 |
| 17.08 → 06.10 | Short | 86.7% | +3.17% | 1.21 | 15 |
| 18.08 → 06.10 | Short | 86.7% | +3.17% | 1.19 | 15 |
| 17.08 → 04.10 | Short | 86.7% | +3.13% | 1.21 | 15 |
| 18.08 → 26.09 | Short | 86.7% | +1.61% | 0.74 | 15 |
| 16.08 → 15.10 | Short | 80.0% | +3.91% | 1.37 | 15 |
| 16.08 → 13.10 | Short | 80.0% | +3.69% | 1.26 | 15 |