Over 2022 to 2025 (4 years of data), SGROGBGBX has tended to move short between 13.07 and 31.08, closing higher in 100.0% of those years for an average +6.87% move and an annualized Sharpe of 3.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 31.08 | Short | 100.0% | +6.87% | 3.37 | 4 |
| 13.07 → 04.09 | Short | 100.0% | +6.85% | 5.08 | 4 |
| 12.07 → 31.08 | Short | 100.0% | +6.60% | 3.91 | 4 |
| 12.07 → 04.09 | Short | 100.0% | +6.56% | 6.35 | 4 |
| 13.07 → 07.09 | Short | 100.0% | +6.48% | 3.79 | 4 |
| 13.07 → 01.09 | Short | 100.0% | +6.47% | 5.23 | 4 |
| 13.07 → 03.09 | Short | 100.0% | +6.42% | 6.16 | 4 |
| 12.07 → 07.09 | Short | 100.0% | +6.20% | 4.57 | 4 |