Over 2011 to 2025 (15 years of data), SMINGBGBX has tended to move long between 11.07 and 16.07, closing higher in 86.7% of those years for an average +1.31% move and an annualized Sharpe of 3.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 16.07 | Long | 86.7% | +1.31% | 3.21 | 15 |
| 11.07 → 15.07 | Long | 80.0% | +1.27% | 3.97 | 15 |
| 12.07 → 16.07 | Long | 80.0% | +1.05% | 3.36 | 15 |
| 11.07 → 14.07 | Long | 80.0% | +1.04% | 5.36 | 15 |
| 11.07 → 17.07 | Long | 80.0% | +0.84% | 1.54 | 15 |
| 11.07 → 23.07 | Long | 73.3% | +1.23% | 1.36 | 15 |
| 12.07 → 15.07 | Long | 73.3% | +1.02% | 4.41 | 15 |
| 13.07 → 16.07 | Long | 73.3% | +0.80% | 3.33 | 15 |