Over 2011 to 2025 (15 years of data), KGFGBGBX has tended to move short between 23.08 and 28.08, closing higher in 80.0% of those years for an average +1.32% move and an annualized Sharpe of 4.28.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 28.08 | Short | 80.0% | +1.32% | 4.28 | 15 |
| 28.08 → 17.09 | Long | 73.3% | +2.70% | 1.79 | 15 |
| 26.08 → 17.09 | Long | 73.3% | +2.45% | 1.37 | 15 |
| 22.08 → 17.09 | Long | 73.3% | +2.31% | 1.23 | 15 |
| 26.08 → 18.09 | Long | 73.3% | +2.13% | 1.10 | 15 |
| 25.08 → 17.09 | Long | 73.3% | +1.95% | 1.15 | 15 |
| 23.08 → 17.09 | Long | 73.3% | +1.79% | 0.99 | 15 |
| 24.08 → 17.09 | Long | 73.3% | +1.70% | 1.00 | 15 |