Over 2017 to 2025 (9 years of data), SLAGBGBX has tended to move short between 09.07 and 07.09, closing higher in 100.0% of those years for an average +9.66% move and an annualized Sharpe of 2.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 07.09 | Short | 100.0% | +9.66% | 2.60 | 9 |
| 09.07 → 01.09 | Short | 100.0% | +9.48% | 3.00 | 8 |
| 09.07 → 06.09 | Short | 100.0% | +9.35% | 2.42 | 9 |
| 07.07 → 01.09 | Short | 100.0% | +9.22% | 2.65 | 8 |
| 09.07 → 05.09 | Short | 100.0% | +9.03% | 2.29 | 9 |
| 10.07 → 07.09 | Short | 100.0% | +8.92% | 2.39 | 9 |
| 08.07 → 06.09 | Short | 100.0% | +8.70% | 2.12 | 9 |
| 10.07 → 08.09 | Short | 100.0% | +8.65% | 2.36 | 9 |