Over 2011 to 2025 (15 years of data), BRBYGBGBX has tended to move long between 10.07 and 30.07, closing higher in 80.0% of those years for an average +3.19% move and an annualized Sharpe of 1.32.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 30.07 | Long | 80.0% | +3.19% | 1.32 | 15 |
| 08.07 → 27.07 | Long | 80.0% | +3.17% | 1.17 | 15 |
| 08.07 → 28.07 | Long | 80.0% | +3.06% | 1.11 | 15 |
| 08.07 → 21.07 | Long | 80.0% | +3.02% | 1.46 | 15 |
| 08.07 → 22.07 | Long | 80.0% | +3.01% | 1.43 | 15 |
| 08.07 → 30.07 | Long | 80.0% | +2.99% | 1.12 | 15 |
| 07.07 → 28.07 | Long | 80.0% | +2.97% | 1.02 | 15 |
| 09.07 → 30.07 | Long | 80.0% | +2.95% | 1.08 | 15 |