Over 2011 to 2025 (15 years of data), GFSGBGBX has tended to move long between 11.07 and 15.07, closing higher in 53.3% of those years for an average +1.03% move and an annualized Sharpe of 2.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 15.07 | Long | 53.3% | +1.03% | 2.53 | 15 |
| 11.07 → 14.07 | Long | 53.3% | +0.67% | 2.35 | 15 |
| 11.07 → 16.07 | Long | 53.3% | +0.51% | 0.82 | 15 |
| 11.07 → 29.07 | Long | 46.7% | +1.65% | 0.78 | 15 |
| 11.07 → 27.07 | Long | 46.7% | +1.51% | 0.76 | 15 |
| 11.07 → 23.07 | Long | 46.7% | +1.50% | 0.91 | 15 |
| 11.07 → 25.07 | Long | 46.7% | +1.44% | 0.81 | 15 |
| 11.07 → 26.07 | Long | 46.7% | +1.42% | 0.78 | 15 |