Over 2022 to 2025 (4 years of data), MNGGBGBX has tended to move long between 07.07 and 30.07, closing higher in 100.0% of those years for an average +6.26% move and an annualized Sharpe of 5.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 30.07 | Long | 100.0% | +6.26% | 5.31 | 4 |
| 10.07 → 30.07 | Long | 100.0% | +5.84% | 4.72 | 4 |
| 08.07 → 30.07 | Long | 100.0% | +5.73% | 5.70 | 4 |
| 07.07 → 31.07 | Long | 100.0% | +5.59% | 4.13 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +5.55% | 3.95 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +5.47% | 5.35 | 4 |
| 11.07 → 30.07 | Long | 100.0% | +5.46% | 4.59 | 4 |
| 07.07 → 15.08 | Long | 100.0% | +5.32% | 2.79 | 4 |