Over 2011 to 2025 (15 years of data), GLENGBGBX has tended to move long between 10.07 and 27.07, closing higher in 80.0% of those years for an average +2.89% move and an annualized Sharpe of 1.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 27.07 | Long | 80.0% | +2.89% | 1.60 | 15 |
| 11.07 → 27.07 | Long | 80.0% | +2.55% | 1.61 | 15 |
| 10.07 → 29.07 | Long | 80.0% | +2.40% | 1.23 | 15 |
| 11.07 → 29.07 | Long | 80.0% | +2.07% | 1.17 | 15 |
| 09.07 → 30.07 | Long | 80.0% | +1.75% | 0.80 | 15 |
| 07.07 → 27.07 | Long | 73.3% | +3.56% | 1.77 | 15 |
| 07.07 → 28.07 | Long | 73.3% | +3.46% | 1.72 | 15 |
| 07.07 → 29.07 | Long | 73.3% | +3.06% | 1.45 | 15 |