Over 2011 to 2025 (15 years of data), HSBAGBGBX has tended to move short between 27.07 and 28.08, closing higher in 80.0% of those years for an average +3.49% move and an annualized Sharpe of 1.44.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 28.08 | Short | 80.0% | +3.49% | 1.44 | 15 |
| 27.07 → 27.08 | Short | 80.0% | +3.45% | 1.45 | 15 |
| 27.07 → 29.08 | Short | 80.0% | +3.32% | 1.39 | 15 |
| 26.07 → 28.08 | Short | 80.0% | +3.30% | 1.28 | 15 |
| 27.07 → 24.08 | Short | 73.3% | +3.55% | 1.59 | 15 |
| 27.07 → 26.08 | Short | 73.3% | +3.51% | 1.47 | 15 |
| 27.07 → 01.09 | Short | 73.3% | +3.37% | 1.24 | 15 |
| 26.07 → 24.08 | Short | 73.3% | +3.36% | 1.43 | 15 |