Over 2011 to 2025 (15 years of data), GSKGBGBX has tended to move short between 09.07 and 24.07, closing higher in 86.7% of those years for an average +1.28% move and an annualized Sharpe of 1.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 24.07 | Short | 86.7% | +1.28% | 1.71 | 15 |
| 09.07 → 25.07 | Short | 80.0% | +1.61% | 1.88 | 15 |
| 08.07 → 25.07 | Short | 80.0% | +1.28% | 1.47 | 15 |
| 10.07 → 24.07 | Short | 80.0% | +1.26% | 1.66 | 15 |
| 09.07 → 23.07 | Short | 80.0% | +1.03% | 1.62 | 15 |
| 08.07 → 24.07 | Short | 80.0% | +0.95% | 1.26 | 15 |
| 07.07 → 24.07 | Short | 80.0% | +0.93% | 1.13 | 15 |
| 12.07 → 16.07 | Short | 80.0% | +0.43% | 2.32 | 15 |