Over 2011 to 2025 (15 years of data), SDRGBGBX has tended to move long between 08.07 and 21.07, closing higher in 66.7% of those years for an average +3.18% move and an annualized Sharpe of 3.83.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 21.07 | Long | 66.7% | +3.18% | 3.83 | 15 |
| 09.07 → 22.07 | Long | 66.7% | +3.02% | 4.03 | 15 |
| 09.07 → 21.07 | Long | 66.7% | +2.96% | 4.20 | 15 |
| 11.07 → 21.07 | Long | 66.7% | +2.70% | 4.91 | 15 |
| 11.07 → 15.07 | Long | 66.7% | +1.31% | 6.30 | 15 |
| 07.07 → 22.07 | Long | 60.0% | +3.57% | 3.20 | 15 |
| 07.07 → 21.07 | Long | 60.0% | +3.51% | 3.30 | 15 |
| 07.07 → 20.07 | Long | 60.0% | +3.45% | 3.27 | 15 |