Over 2011 to 2025 (15 years of data), EXPNGBGBX has tended to move long between 11.07 and 14.07, closing higher in 86.7% of those years for an average +1.60% move and an annualized Sharpe of 6.24.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 14.07 | Long | 86.7% | +1.60% | 6.24 | 15 |
| 10.07 → 22.07 | Long | 80.0% | +2.25% | 3.06 | 15 |
| 11.07 → 22.07 | Long | 80.0% | +2.11% | 3.34 | 15 |
| 10.07 → 20.07 | Long | 80.0% | +2.08% | 3.17 | 15 |
| 10.07 → 19.07 | Long | 80.0% | +1.99% | 3.66 | 15 |
| 11.07 → 20.07 | Long | 80.0% | +1.95% | 3.38 | 15 |
| 07.07 → 14.07 | Long | 80.0% | +1.85% | 4.20 | 15 |
| 11.07 → 19.07 | Long | 80.0% | +1.85% | 3.87 | 15 |