Over 2011 to 2025 (15 years of data), LLOYGBGBX has tended to move long between 08.07 and 20.07, closing higher in 80.0% of those years for an average +2.53% move and an annualized Sharpe of 3.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 20.07 | Long | 80.0% | +2.53% | 3.22 | 15 |
| 08.07 → 21.07 | Long | 80.0% | +2.29% | 2.99 | 15 |
| 11.07 → 21.07 | Long | 80.0% | +2.21% | 3.35 | 15 |
| 08.07 → 22.07 | Long | 80.0% | +2.06% | 3.37 | 15 |
| 08.07 → 23.07 | Long | 80.0% | +2.04% | 2.99 | 15 |
| 11.07 → 22.07 | Long | 80.0% | +1.99% | 3.20 | 15 |
| 11.07 → 19.07 | Long | 80.0% | +1.89% | 3.55 | 15 |
| 10.07 → 22.07 | Long | 80.0% | +1.80% | 3.75 | 15 |