Over 2011 to 2025 (15 years of data), MKSGBGBX has tended to move long between 19.08 and 24.08, closing higher in 73.3% of those years for an average +1.72% move and an annualized Sharpe of 2.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.08 → 24.08 | Long | 73.3% | +1.72% | 2.08 | 15 |
| 21.08 → 31.08 | Long | 73.3% | +1.07% | 1.53 | 15 |
| 22.08 → 31.08 | Long | 73.3% | +0.98% | 1.50 | 15 |
| 20.08 → 24.08 | Long | 73.3% | +0.87% | 1.99 | 15 |
| 21.08 → 30.08 | Long | 73.3% | +0.62% | 0.87 | 15 |
| 21.08 → 24.08 | Long | 73.3% | +0.47% | 1.83 | 15 |
| 22.08 → 30.08 | Long | 71.4% | +0.56% | 0.83 | 14 |
| 19.08 → 17.09 | Long | 66.7% | +2.89% | 0.88 | 15 |