Over 2011 to 2025 (15 years of data), BRBYGBGBX has tended to move long between 25.07 and 29.07, closing higher in 80.0% of those years for an average +1.05% move and an annualized Sharpe of 3.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 29.07 | Long | 80.0% | +1.05% | 3.08 | 15 |
| 23.07 → 15.09 | Short | 73.3% | +4.60% | 1.01 | 15 |
| 26.07 → 15.09 | Short | 73.3% | +4.20% | 0.87 | 15 |
| 24.07 → 15.09 | Short | 73.3% | +4.07% | 0.86 | 15 |
| 26.07 → 16.09 | Short | 73.3% | +3.89% | 0.78 | 15 |
| 25.07 → 15.09 | Short | 73.3% | +3.64% | 0.76 | 15 |
| 22.07 → 01.09 | Short | 73.3% | +2.17% | 0.82 | 15 |
| 25.07 → 28.07 | Long | 73.3% | +0.81% | 2.69 | 15 |