Over 2020 to 2025 (6 years of data), GLGGGBGBX has tended to move long between 10.07 and 15.08, closing higher in 100.0% of those years for an average +5.71% move and an annualized Sharpe of 3.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 15.08 | Long | 100.0% | +5.71% | 3.93 | 6 |
| 10.07 → 13.08 | Long | 100.0% | +5.65% | 4.29 | 6 |
| 09.07 → 15.08 | Long | 100.0% | +5.64% | 4.77 | 6 |
| 09.07 → 13.08 | Long | 100.0% | +5.59% | 4.98 | 6 |
| 10.07 → 24.08 | Long | 100.0% | +5.59% | 4.32 | 6 |
| 09.07 → 24.08 | Long | 100.0% | +5.53% | 4.99 | 6 |
| 10.07 → 14.08 | Long | 100.0% | +5.52% | 3.93 | 6 |
| 08.07 → 15.08 | Long | 100.0% | +5.48% | 4.82 | 6 |