Over 2011 to 2025 (15 years of data), MRWGBGBX has tended to move long between 10.07 and 08.09, closing higher in 66.7% of those years for an average +2.64% move and an annualized Sharpe of 1.05.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 08.09 | Long | 66.7% | +2.64% | 1.05 | 15 |
| 11.07 → 08.09 | Long | 66.7% | +2.52% | 1.08 | 15 |
| 12.07 → 08.09 | Long | 66.7% | +2.43% | 1.07 | 15 |
| 11.07 → 09.09 | Long | 60.0% | +2.54% | 1.24 | 15 |
| 12.07 → 09.09 | Long | 60.0% | +2.45% | 1.20 | 15 |
| 13.07 → 09.09 | Long | 60.0% | +2.16% | 1.04 | 15 |
| 13.07 → 08.09 | Long | 60.0% | +2.14% | 0.94 | 15 |
| 12.07 → 10.09 | Long | 60.0% | +2.10% | 1.04 | 15 |