Over 2011 to 2025 (15 years of data), BNZLGBGBX has tended to move long between 08.07 and 28.07, closing higher in 86.7% of those years for an average +1.76% move and an annualized Sharpe of 2.28.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 28.07 | Long | 86.7% | +1.76% | 2.28 | 15 |
| 11.07 → 19.07 | Long | 86.7% | +1.39% | 6.04 | 15 |
| 13.07 → 28.07 | Long | 86.7% | +1.39% | 2.58 | 15 |
| 07.07 → 01.09 | Long | 80.0% | +3.12% | 1.49 | 15 |
| 11.07 → 08.09 | Long | 80.0% | +2.64% | 1.20 | 15 |
| 10.07 → 29.07 | Long | 80.0% | +2.12% | 2.52 | 15 |
| 10.07 → 28.07 | Long | 80.0% | +1.98% | 2.50 | 15 |
| 11.07 → 29.07 | Long | 80.0% | +1.94% | 3.22 | 15 |