Over 2022 to 2025 (4 years of data), SGROGBGBX has tended to move short between 26.07 and 24.09, closing higher in 100.0% of those years for an average +10.26% move and an annualized Sharpe of 1.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 24.09 | Short | 100.0% | +10.26% | 1.81 | 4 |
| 27.07 → 25.09 | Short | 100.0% | +10.05% | 1.81 | 4 |
| 27.07 → 24.09 | Short | 100.0% | +9.67% | 1.72 | 4 |
| 28.07 → 25.09 | Short | 100.0% | +9.64% | 1.91 | 4 |
| 25.07 → 23.09 | Short | 100.0% | +9.54% | 1.71 | 4 |
| 26.07 → 23.09 | Short | 100.0% | +9.49% | 1.82 | 4 |
| 28.07 → 26.09 | Short | 100.0% | +9.30% | 1.79 | 4 |
| 28.07 → 24.09 | Short | 100.0% | +9.26% | 1.80 | 4 |