Over 2017 to 2025 (9 years of data), SLAGBGBX has tended to move short between 28.07 and 25.09, closing higher in 88.9% of those years for an average +10.78% move and an annualized Sharpe of 2.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 25.09 | Short | 88.9% | +10.78% | 2.14 | 9 |
| 28.07 → 24.09 | Short | 88.9% | +10.74% | 2.14 | 9 |
| 25.07 → 23.09 | Short | 88.9% | +10.73% | 2.21 | 9 |
| 26.07 → 24.09 | Short | 88.9% | +10.57% | 2.10 | 9 |
| 25.07 → 20.09 | Short | 88.9% | +10.49% | 2.37 | 9 |
| 25.07 → 18.09 | Short | 88.9% | +10.47% | 2.48 | 9 |
| 27.07 → 25.09 | Short | 88.9% | +10.45% | 2.06 | 9 |
| 28.07 → 23.09 | Short | 88.9% | +10.43% | 2.16 | 9 |