Over 2011 to 2025 (15 years of data), GSKGBGBX has tended to move short between 16.08 and 15.10, closing higher in 73.3% of those years for an average +1.70% move and an annualized Sharpe of 0.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 15.10 | Short | 73.3% | +1.70% | 0.53 | 15 |
| 21.08 → 14.09 | Short | 73.3% | +1.57% | 1.11 | 15 |
| 17.08 → 15.10 | Short | 73.3% | +1.52% | 0.47 | 15 |
| 18.08 → 15.10 | Short | 73.3% | +1.51% | 0.45 | 15 |
| 21.08 → 16.09 | Short | 73.3% | +1.47% | 0.91 | 15 |
| 21.08 → 15.10 | Short | 73.3% | +1.45% | 0.46 | 15 |
| 20.08 → 19.09 | Short | 73.3% | +1.44% | 0.84 | 15 |
| 21.08 → 20.09 | Short | 73.3% | +1.44% | 0.73 | 15 |