Over 2011 to 2025 (15 years of data), LGENGBGBX has tended to move long between 12.07 and 20.07, closing higher in 86.7% of those years for an average +1.67% move and an annualized Sharpe of 3.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 20.07 | Long | 86.7% | +1.67% | 3.88 | 15 |
| 07.07 → 12.08 | Long | 80.0% | +4.09% | 1.05 | 15 |
| 07.07 → 11.08 | Long | 80.0% | +3.79% | 1.00 | 15 |
| 08.07 → 12.08 | Long | 80.0% | +3.73% | 1.03 | 15 |
| 07.07 → 10.08 | Long | 80.0% | +3.68% | 0.95 | 15 |
| 08.07 → 11.08 | Long | 80.0% | +3.43% | 0.97 | 15 |
| 10.07 → 12.08 | Long | 80.0% | +3.41% | 1.00 | 15 |
| 08.07 → 10.08 | Long | 80.0% | +3.31% | 0.92 | 15 |