Over 2011 to 2025 (15 years of data), NXTGBGBX has tended to move long between 08.07 and 30.07, closing higher in 93.3% of those years for an average +4.70% move and an annualized Sharpe of 3.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 30.07 | Long | 93.3% | +4.70% | 3.50 | 15 |
| 11.07 → 01.08 | Long | 93.3% | +4.67% | 2.85 | 15 |
| 11.07 → 30.07 | Long | 93.3% | +4.39% | 3.23 | 15 |
| 09.07 → 20.07 | Long | 93.3% | +2.53% | 5.02 | 15 |
| 07.07 → 26.07 | Long | 93.3% | +2.50% | 3.57 | 15 |
| 07.07 → 25.07 | Long | 93.3% | +2.27% | 3.29 | 15 |
| 11.07 → 18.07 | Long | 93.3% | +1.40% | 2.84 | 15 |
| 10.07 → 05.09 | Long | 86.7% | +7.17% | 1.79 | 15 |