Over 2011 to 2025 (15 years of data), FRESGBGBX has tended to move long between 09.07 and 12.07, closing higher in 80.0% of those years for an average +1.91% move and an annualized Sharpe of 5.56.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 12.07 | Long | 80.0% | +1.91% | 5.56 | 15 |
| 07.07 → 16.08 | Long | 73.3% | +5.72% | 0.78 | 15 |
| 10.07 → 19.08 | Long | 73.3% | +5.60% | 0.80 | 15 |
| 09.07 → 19.08 | Long | 73.3% | +5.45% | 0.76 | 15 |
| 08.07 → 19.08 | Long | 73.3% | +5.36% | 0.71 | 15 |
| 09.07 → 16.08 | Long | 73.3% | +5.22% | 0.78 | 15 |
| 08.07 → 16.08 | Long | 73.3% | +5.11% | 0.73 | 15 |
| 10.07 → 20.08 | Long | 73.3% | +4.97% | 0.72 | 15 |