Over 2011 to 2025 (15 years of data), KGFGBGBX has tended to move short between 23.07 and 08.09, closing higher in 73.3% of those years for an average +3.43% move and an annualized Sharpe of 0.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 08.09 | Short | 73.3% | +3.43% | 0.97 | 15 |
| 22.07 → 29.08 | Short | 73.3% | +3.42% | 1.05 | 15 |
| 22.07 → 28.08 | Short | 73.3% | +3.35% | 1.06 | 15 |
| 23.07 → 06.09 | Short | 73.3% | +3.34% | 0.99 | 15 |
| 23.07 → 07.09 | Short | 73.3% | +3.29% | 0.96 | 15 |
| 23.07 → 09.09 | Short | 73.3% | +3.17% | 0.91 | 15 |
| 24.07 → 08.09 | Short | 73.3% | +3.09% | 0.83 | 15 |
| 22.07 → 30.08 | Short | 73.3% | +3.07% | 0.96 | 15 |