Over 2020 to 2025 (6 years of data), GLGGGBGBX has tended to move long between 17.07 and 27.07, closing higher in 100.0% of those years for an average +2.31% move and an annualized Sharpe of 7.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 27.07 | Long | 100.0% | +2.31% | 7.46 | 6 |
| 17.07 → 25.07 | Long | 100.0% | +2.15% | 7.85 | 6 |
| 17.07 → 26.07 | Long | 100.0% | +2.05% | 9.41 | 6 |
| 17.07 → 23.07 | Long | 100.0% | +1.99% | 11.85 | 6 |
| 19.07 → 27.07 | Long | 100.0% | +1.99% | 6.34 | 6 |
| 19.07 → 25.07 | Long | 100.0% | +1.82% | 7.43 | 6 |
| 18.07 → 27.07 | Long | 100.0% | +1.79% | 6.81 | 6 |
| 19.07 → 26.07 | Long | 100.0% | +1.72% | 6.24 | 6 |