Over 2022 to 2025 (4 years of data), SMDSGBGBX has tended to move long between 07.07 and 28.07, closing higher in 75.0% of those years for an average +6.51% move and an annualized Sharpe of 4.90.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 75.0% | +6.51% | 4.90 | 4 |
| 11.07 → 28.07 | Long | 75.0% | +6.51% | 5.29 | 4 |
| 10.07 → 28.07 | Long | 75.0% | +6.50% | 5.06 | 4 |
| 07.07 → 29.07 | Long | 75.0% | +6.41% | 4.78 | 4 |
| 07.07 → 30.07 | Long | 75.0% | +6.40% | 4.60 | 4 |
| 11.07 → 29.07 | Long | 75.0% | +6.40% | 5.15 | 4 |
| 10.07 → 29.07 | Long | 75.0% | +6.39% | 4.91 | 4 |
| 11.07 → 30.07 | Long | 75.0% | +6.39% | 4.96 | 4 |