Over 2011 to 2025 (15 years of data), BPGBGBX has tended to move long between 09.09 and 09.10, closing higher in 80.0% of those years for an average +3.79% move and an annualized Sharpe of 1.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.09 → 09.10 | Long | 80.0% | +3.79% | 1.26 | 15 |
| 10.09 → 08.10 | Long | 80.0% | +3.74% | 1.31 | 15 |
| 08.09 → 09.10 | Long | 80.0% | +3.65% | 1.16 | 15 |
| 09.09 → 22.10 | Long | 80.0% | +3.55% | 0.88 | 15 |
| 10.09 → 07.10 | Long | 80.0% | +3.47% | 1.31 | 15 |
| 08.09 → 22.10 | Long | 80.0% | +3.43% | 0.81 | 15 |
| 09.09 → 16.09 | Long | 80.0% | +1.44% | 3.44 | 15 |
| 08.09 → 16.09 | Long | 80.0% | +1.28% | 2.61 | 15 |