Over 2011 to 2025 (15 years of data), NXTGBGBX has tended to move long between 26.07 and 17.09, closing higher in 80.0% of those years for an average +6.40% move and an annualized Sharpe of 1.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 17.09 | Long | 80.0% | +6.40% | 1.16 | 15 |
| 27.07 → 17.09 | Long | 80.0% | +6.08% | 1.19 | 15 |
| 25.07 → 21.09 | Long | 80.0% | +5.18% | 0.92 | 15 |
| 28.07 → 26.09 | Long | 80.0% | +4.32% | 0.81 | 15 |
| 25.07 → 31.07 | Long | 80.0% | +2.43% | 5.27 | 15 |
| 26.07 → 31.07 | Long | 80.0% | +2.38% | 5.51 | 15 |
| 25.07 → 17.09 | Long | 73.3% | +6.47% | 1.16 | 15 |
| 26.07 → 14.09 | Long | 73.3% | +5.75% | 1.15 | 15 |