Over 2014 to 2025 (12 years of data), SKYGBGBX has tended to move long between 07.07 and 11.07, closing higher in 36.4% of those years for an average +1.28% move and an annualized Sharpe of 4.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 11.07 | Long | 36.4% | +1.28% | 4.71 | 11 |
| 08.07 → 11.07 | Long | 36.4% | +0.92% | 4.93 | 11 |
| 07.07 → 10.07 | Long | 36.4% | +0.90% | 5.64 | 11 |
| 12.07 → 31.08 | Short | 36.4% | +0.90% | 1.42 | 11 |
| 12.07 → 01.09 | Short | 36.4% | +0.90% | 1.40 | 11 |
| 12.07 → 20.08 | Short | 36.4% | +0.83% | 1.58 | 11 |
| 12.07 → 05.09 | Short | 36.4% | +0.80% | 1.23 | 11 |
| 12.07 → 21.08 | Short | 36.4% | +0.78% | 1.54 | 11 |