Over 2011 to 2025 (15 years of data), SMINGBGBX has tended to move long between 08.07 and 11.07, closing higher in 86.7% of those years for an average +0.88% move and an annualized Sharpe of 5.39.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 11.07 | Long | 86.7% | +0.88% | 5.39 | 15 |
| 10.07 → 15.07 | Long | 80.0% | +1.90% | 4.03 | 15 |
| 09.07 → 15.07 | Long | 80.0% | +1.82% | 3.82 | 15 |
| 07.07 → 16.07 | Long | 80.0% | +1.78% | 2.65 | 15 |
| 10.07 → 16.07 | Long | 80.0% | +1.77% | 3.65 | 15 |
| 08.07 → 16.07 | Long | 80.0% | +1.74% | 3.12 | 15 |
| 07.07 → 12.07 | Long | 80.0% | +1.15% | 3.70 | 15 |
| 08.07 → 12.07 | Long | 80.0% | +1.11% | 4.94 | 15 |