Over 2022 to 2025 (4 years of data), SMDSGBGBX has tended to move long between 12.09 and 11.11, closing higher in 100.0% of those years for an average +13.77% move and an annualized Sharpe of 3.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.09 → 11.11 | Long | 100.0% | +13.77% | 3.01 | 3 |
| 13.09 → 11.11 | Long | 100.0% | +13.46% | 3.56 | 3 |
| 14.09 → 11.11 | Long | 100.0% | +13.44% | 3.56 | 3 |
| 14.09 → 13.11 | Long | 100.0% | +13.04% | 3.47 | 3 |
| 13.09 → 12.11 | Long | 100.0% | +12.89% | 3.51 | 3 |
| 14.09 → 12.11 | Long | 100.0% | +12.86% | 3.54 | 3 |
| 09.09 → 06.11 | Long | 100.0% | +12.62% | 2.19 | 3 |
| 12.09 → 10.11 | Long | 100.0% | +12.44% | 2.56 | 3 |