Over 2011 to 2025 (15 years of data), MKSGBGBX has tended to move long between 08.07 and 23.07, closing higher in 80.0% of those years for an average +2.24% move and an annualized Sharpe of 2.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 23.07 | Long | 80.0% | +2.24% | 2.03 | 15 |
| 08.07 → 28.07 | Long | 80.0% | +1.77% | 1.20 | 15 |
| 11.07 → 30.07 | Long | 80.0% | +1.72% | 1.28 | 15 |
| 11.07 → 29.07 | Long | 80.0% | +1.71% | 1.36 | 15 |
| 11.07 → 14.07 | Long | 80.0% | +0.41% | 1.35 | 15 |
| 08.07 → 21.07 | Long | 73.3% | +2.40% | 2.25 | 15 |
| 11.07 → 21.07 | Long | 73.3% | +2.40% | 2.97 | 15 |
| 12.07 → 12.08 | Long | 73.3% | +2.38% | 0.85 | 15 |