Over 2011 to 2025 (15 years of data), MGGTGBGBX has tended to move short between 22.07 and 03.08, closing higher in 71.4% of those years for an average +1.65% move and an annualized Sharpe of 3.28.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 03.08 | Short | 71.4% | +1.65% | 3.28 | 7 |
| 23.07 → 26.07 | Short | 71.4% | +1.46% | 6.99 | 7 |
| 23.07 → 27.07 | Short | 71.4% | +1.17% | 4.40 | 7 |
| 25.07 → 01.08 | Long | 71.4% | +0.99% | 1.91 | 7 |
| 25.07 → 31.07 | Long | 71.4% | +0.93% | 2.14 | 7 |
| 26.07 → 17.09 | Long | 71.4% | +0.92% | 0.21 | 7 |
| 26.07 → 09.08 | Long | 71.4% | +0.85% | 0.39 | 7 |
| 27.07 → 01.08 | Long | 71.4% | +0.85% | 2.90 | 7 |