Over 2011 to 2025 (15 years of data), HSBAGBGBX has tended to move short between 12.07 and 06.09, closing higher in 80.0% of those years for an average +3.12% move and an annualized Sharpe of 0.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 06.09 | Short | 80.0% | +3.12% | 0.72 | 15 |
| 13.07 → 06.09 | Short | 80.0% | +2.98% | 0.68 | 15 |
| 09.07 → 06.09 | Short | 80.0% | +2.94% | 0.64 | 15 |
| 10.07 → 23.08 | Short | 80.0% | +2.89% | 0.83 | 15 |
| 12.07 → 07.09 | Short | 80.0% | +2.80% | 0.64 | 15 |
| 12.07 → 28.08 | Short | 80.0% | +2.79% | 0.81 | 15 |
| 12.07 → 08.09 | Short | 80.0% | +2.78% | 0.61 | 15 |
| 11.07 → 23.08 | Short | 80.0% | +2.76% | 0.81 | 15 |