Over 2011 to 2025 (15 years of data), BLNDGBGBX has tended to move long between 11.07 and 14.07, closing higher in 86.7% of those years for an average +1.10% move and an annualized Sharpe of 5.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 14.07 | Long | 86.7% | +1.10% | 5.09 | 15 |
| 10.07 → 17.07 | Long | 80.0% | +1.57% | 3.46 | 15 |
| 08.07 → 21.07 | Long | 73.3% | +2.62% | 2.17 | 15 |
| 08.07 → 22.07 | Long | 73.3% | +2.61% | 2.11 | 15 |
| 11.07 → 20.07 | Long | 73.3% | +2.33% | 3.24 | 15 |
| 08.07 → 23.07 | Long | 73.3% | +2.25% | 1.77 | 15 |
| 11.07 → 19.07 | Long | 73.3% | +2.25% | 3.03 | 15 |
| 13.07 → 28.08 | Short | 73.3% | +2.21% | 0.97 | 15 |