Over 2011 to 2025 (15 years of data), KGFGBGBX has tended to move long between 12.07 and 22.07, closing higher in 86.7% of those years for an average +2.71% move and an annualized Sharpe of 3.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 22.07 | Long | 86.7% | +2.71% | 3.72 | 15 |
| 13.07 → 22.07 | Long | 86.7% | +2.63% | 4.00 | 15 |
| 11.07 → 26.07 | Long | 86.7% | +2.20% | 1.79 | 15 |
| 11.07 → 17.07 | Long | 86.7% | +2.05% | 6.03 | 15 |
| 11.07 → 16.07 | Long | 86.7% | +1.66% | 6.32 | 15 |
| 11.07 → 22.07 | Long | 80.0% | +3.69% | 4.10 | 15 |
| 11.07 → 23.07 | Long | 80.0% | +2.86% | 2.45 | 15 |
| 11.07 → 19.07 | Long | 80.0% | +2.50% | 4.84 | 15 |