Over 2011 to 2025 (15 years of data), LANDGBGBX has tended to move long between 10.07 and 20.07, closing higher in 93.3% of those years for an average +2.73% move and an annualized Sharpe of 3.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 20.07 | Long | 93.3% | +2.73% | 3.16 | 15 |
| 10.07 → 21.07 | Long | 86.7% | +3.01% | 3.21 | 15 |
| 08.07 → 21.07 | Long | 80.0% | +3.29% | 3.03 | 15 |
| 08.07 → 22.07 | Long | 80.0% | +3.19% | 2.75 | 15 |
| 10.07 → 22.07 | Long | 80.0% | +2.90% | 2.86 | 15 |
| 11.07 → 21.07 | Long | 80.0% | +2.88% | 3.61 | 15 |
| 12.07 → 09.09 | Short | 80.0% | +2.86% | 1.28 | 15 |
| 11.07 → 22.07 | Long | 80.0% | +2.78% | 3.19 | 15 |