Over 2011 to 2025 (15 years of data), GFSGBGBX has tended to move long between 22.08 and 31.08, closing higher in 80.0% of those years for an average +1.18% move and an annualized Sharpe of 1.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 31.08 | Long | 80.0% | +1.18% | 1.60 | 10 |
| 22.08 → 28.08 | Long | 80.0% | +1.17% | 2.83 | 10 |
| 22.08 → 29.08 | Long | 80.0% | +0.87% | 1.81 | 10 |
| 23.08 → 21.10 | Short | 80.0% | -4.03% | -0.51 | 10 |
| 27.08 → 05.09 | Short | 70.0% | +1.75% | 3.51 | 10 |
| 27.08 → 06.09 | Short | 70.0% | +1.53% | 1.70 | 10 |
| 28.08 → 05.09 | Short | 70.0% | +1.46% | 2.74 | 10 |
| 22.08 → 27.08 | Long | 70.0% | +1.45% | 3.93 | 10 |