Over 2011 to 2025 (15 years of data), MNDIGBGBX has tended to move long between 12.07 and 16.07, closing higher in 86.7% of those years for an average +1.04% move and an annualized Sharpe of 4.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 16.07 | Long | 86.7% | +1.04% | 4.71 | 15 |
| 13.07 → 16.07 | Long | 86.7% | +0.84% | 5.98 | 15 |
| 07.07 → 27.07 | Long | 80.0% | +2.94% | 1.89 | 15 |
| 08.07 → 27.07 | Long | 80.0% | +2.90% | 2.03 | 15 |
| 07.07 → 26.07 | Long | 80.0% | +2.85% | 2.16 | 15 |
| 08.07 → 26.07 | Long | 80.0% | +2.81% | 2.33 | 15 |
| 10.07 → 26.07 | Long | 80.0% | +2.63% | 2.63 | 15 |
| 09.07 → 26.07 | Long | 80.0% | +2.28% | 2.04 | 15 |