Over 2011 to 2025 (15 years of data), BNZLGBGBX has tended to move short between 08.09 and 15.10, closing higher in 80.0% of those years for an average +1.93% move and an annualized Sharpe of 1.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.09 → 15.10 | Short | 80.0% | +1.93% | 1.14 | 15 |
| 08.09 → 24.09 | Short | 80.0% | +1.88% | 2.79 | 15 |
| 08.09 → 14.10 | Short | 80.0% | +1.71% | 1.03 | 15 |
| 08.09 → 23.09 | Short | 80.0% | +1.58% | 2.28 | 15 |
| 09.09 → 15.10 | Short | 80.0% | +1.55% | 0.96 | 15 |
| 09.09 → 24.09 | Short | 80.0% | +1.50% | 2.50 | 15 |
| 08.09 → 22.09 | Short | 80.0% | +1.45% | 2.30 | 15 |
| 09.09 → 23.09 | Short | 80.0% | +1.21% | 1.82 | 15 |