Over 2011 to 2025 (15 years of data), BLTGBGBX has tended to move long between 07.07 and 28.07, closing higher in 80.0% of those years for an average +2.85% move and an annualized Sharpe of 1.67.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 80.0% | +2.85% | 1.67 | 15 |
| 07.07 → 29.07 | Long | 80.0% | +2.50% | 1.49 | 15 |
| 07.07 → 30.07 | Long | 80.0% | +2.46% | 1.36 | 15 |
| 08.07 → 29.07 | Long | 80.0% | +2.30% | 1.53 | 15 |
| 08.07 → 30.07 | Long | 80.0% | +2.26% | 1.41 | 15 |
| 07.07 → 09.08 | Long | 80.0% | +2.17% | 0.59 | 15 |
| 07.07 → 08.08 | Long | 80.0% | +2.13% | 0.60 | 15 |
| 07.07 → 07.08 | Long | 80.0% | +1.56% | 0.46 | 15 |