Over 2022 to 2025 (4 years of data), ECMGBGBX has tended to move long between 07.07 and 21.08, closing higher in 100.0% of those years for an average +8.73% move and an annualized Sharpe of 2.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 21.08 | Long | 100.0% | +8.73% | 2.14 | 4 |
| 07.07 → 23.08 | Long | 100.0% | +8.42% | 2.11 | 4 |
| 07.07 → 22.08 | Long | 100.0% | +8.24% | 2.17 | 4 |
| 07.07 → 23.07 | Long | 100.0% | +7.97% | 7.25 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +7.96% | 6.44 | 4 |
| 07.07 → 26.07 | Long | 100.0% | +7.47% | 8.08 | 4 |
| 07.07 → 20.07 | Long | 100.0% | +7.11% | 7.45 | 4 |
| 07.07 → 24.07 | Long | 100.0% | +6.96% | 8.58 | 4 |