Over 2011 to 2025 (15 years of data), SBRYGBGBX has tended to move long between 08.07 and 19.07, closing higher in 86.7% of those years for an average +2.23% move and an annualized Sharpe of 3.45.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 19.07 | Long | 86.7% | +2.23% | 3.45 | 15 |
| 08.07 → 18.07 | Long | 86.7% | +2.18% | 4.03 | 15 |
| 11.07 → 18.07 | Long | 86.7% | +2.16% | 6.14 | 15 |
| 11.07 → 16.07 | Long | 86.7% | +1.30% | 7.55 | 15 |
| 11.07 → 15.07 | Long | 86.7% | +1.13% | 7.22 | 15 |
| 10.07 → 19.07 | Long | 80.0% | +2.31% | 3.94 | 15 |
| 08.07 → 21.07 | Long | 80.0% | +2.29% | 3.28 | 15 |
| 10.07 → 20.07 | Long | 80.0% | +2.29% | 3.68 | 15 |