Over 2011 to 2025 (15 years of data), NGGBGBX has tended to move long between 28.08 and 27.10, closing higher in 80.0% of those years for an average +1.70% move and an annualized Sharpe of 0.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 27.10 | Long | 80.0% | +1.70% | 0.52 | 15 |
| 27.08 → 26.10 | Long | 73.3% | +1.77% | 0.50 | 15 |
| 28.08 → 26.10 | Long | 73.3% | +1.56% | 0.46 | 15 |
| 27.08 → 24.10 | Long | 66.7% | +1.74% | 0.48 | 15 |
| 26.08 → 24.10 | Long | 66.7% | +1.70% | 0.47 | 15 |
| 27.08 → 25.10 | Long | 66.7% | +1.60% | 0.46 | 15 |
| 27.08 → 23.10 | Long | 66.7% | +1.58% | 0.45 | 15 |
| 26.08 → 25.10 | Long | 66.7% | +1.57% | 0.45 | 15 |