Over 2011 to 2025 (15 years of data), HMSOGBGBX has tended to move long between 11.07 and 18.07, closing higher in 86.7% of those years for an average +1.63% move and an annualized Sharpe of 2.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 18.07 | Long | 86.7% | +1.63% | 2.40 | 15 |
| 11.07 → 14.07 | Long | 86.7% | +1.03% | 3.75 | 15 |
| 07.07 → 25.08 | Short | 80.0% | +5.92% | 0.93 | 15 |
| 07.07 → 27.08 | Short | 80.0% | +5.76% | 0.90 | 15 |
| 08.07 → 25.08 | Short | 80.0% | +5.75% | 0.95 | 15 |
| 08.07 → 27.08 | Short | 80.0% | +5.59% | 0.92 | 15 |
| 11.07 → 20.07 | Long | 80.0% | +2.30% | 4.51 | 15 |
| 11.07 → 21.07 | Long | 80.0% | +2.23% | 2.82 | 15 |