Over 2011 to 2025 (15 years of data), BATSGBGBX has tended to move long between 13.07 and 16.07, closing higher in 80.0% of those years for an average +0.38% move and an annualized Sharpe of 2.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 16.07 | Long | 80.0% | +0.38% | 2.11 | 15 |
| 08.07 → 27.08 | Short | 73.3% | +1.41% | 0.39 | 15 |
| 08.07 → 28.08 | Short | 73.3% | +1.34% | 0.35 | 15 |
| 08.07 → 29.08 | Short | 73.3% | +1.34% | 0.35 | 15 |
| 09.07 → 27.08 | Short | 73.3% | +1.33% | 0.41 | 15 |
| 07.07 → 01.09 | Short | 73.3% | +1.29% | 0.34 | 15 |
| 07.07 → 31.08 | Short | 73.3% | +1.28% | 0.34 | 15 |
| 09.07 → 29.08 | Short | 73.3% | +1.26% | 0.36 | 15 |