Over 2011 to 2025 (15 years of data), NGGBGBX has tended to move long between 13.07 and 15.08, closing higher in 73.3% of those years for an average +0.92% move and an annualized Sharpe of 0.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 15.08 | Long | 73.3% | +0.92% | 0.80 | 15 |
| 13.07 → 13.08 | Long | 73.3% | +0.79% | 0.82 | 15 |
| 13.07 → 14.08 | Long | 73.3% | +0.78% | 0.74 | 15 |
| 11.07 → 09.08 | Long | 73.3% | +0.64% | 0.61 | 15 |
| 11.07 → 10.08 | Long | 73.3% | +0.64% | 0.67 | 15 |
| 13.07 → 12.08 | Long | 73.3% | +0.64% | 0.69 | 15 |
| 11.07 → 14.07 | Long | 73.3% | +0.61% | 4.02 | 15 |
| 13.07 → 30.07 | Long | 73.3% | +0.59% | 0.90 | 15 |