Over 2011 to 2025 (15 years of data), MGGTGBGBX has tended to move long between 07.07 and 21.07, closing higher in 46.7% of those years for an average +1.19% move and an annualized Sharpe of 2.39.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 21.07 | Long | 46.7% | +1.19% | 2.39 | 15 |
| 08.07 → 21.07 | Long | 46.7% | +1.16% | 2.42 | 15 |
| 07.07 → 22.07 | Long | 46.7% | +1.09% | 2.37 | 15 |
| 08.07 → 22.07 | Long | 46.7% | +1.05% | 2.40 | 15 |
| 07.07 → 20.07 | Long | 40.0% | +1.21% | 2.29 | 15 |
| 07.07 → 15.07 | Long | 40.0% | +1.20% | 2.36 | 15 |
| 08.07 → 20.07 | Long | 40.0% | +1.18% | 2.33 | 15 |
| 08.07 → 15.07 | Long | 40.0% | +1.17% | 2.47 | 15 |