Over 2011 to 2025 (15 years of data), SGEGBGBX has tended to move long between 11.07 and 15.07, closing higher in 86.7% of those years for an average +1.12% move and an annualized Sharpe of 4.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 15.07 | Long | 86.7% | +1.12% | 4.77 | 15 |
| 10.07 → 13.07 | Long | 86.7% | +0.73% | 4.13 | 15 |
| 11.07 → 14.07 | Long | 86.7% | +0.66% | 3.34 | 15 |
| 10.07 → 14.07 | Long | 86.7% | +0.54% | 2.28 | 15 |
| 10.07 → 23.07 | Long | 80.0% | +2.64% | 2.52 | 15 |
| 11.07 → 22.07 | Long | 80.0% | +2.50% | 4.10 | 15 |
| 11.07 → 21.07 | Long | 80.0% | +2.27% | 3.59 | 15 |
| 12.07 → 22.07 | Long | 80.0% | +1.83% | 3.59 | 15 |