Over 2011 to 2025 (15 years of data), SGEGBGBX has tended to move short between 28.08 and 27.09, closing higher in 73.3% of those years for an average +0.51% move and an annualized Sharpe of 0.32.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 27.09 | Short | 73.3% | +0.51% | 0.32 | 15 |
| 26.08 → 29.08 | Long | 73.3% | +0.37% | 2.95 | 15 |
| 27.08 → 08.09 | Long | 73.3% | +0.28% | 0.32 | 15 |
| 22.08 → 29.09 | Short | 66.7% | +1.27% | 0.74 | 15 |
| 23.08 → 28.09 | Short | 66.7% | +1.18% | 0.77 | 15 |
| 24.08 → 29.09 | Short | 66.7% | +1.07% | 0.67 | 15 |
| 22.08 → 28.09 | Short | 66.7% | +1.01% | 0.61 | 15 |
| 27.08 → 21.09 | Long | 66.7% | +0.97% | 0.60 | 15 |