Over 2022 to 2025 (4 years of data), SMTGBGBX has tended to move long between 10.07 and 14.07, closing higher in 100.0% of those years for an average +1.72% move and an annualized Sharpe of 9.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 14.07 | Long | 100.0% | +1.72% | 9.72 | 4 |
| 10.07 → 15.07 | Long | 100.0% | +1.47% | 6.59 | 4 |
| 10.07 → 13.07 | Long | 100.0% | +1.37% | 7.82 | 4 |
| 09.07 → 30.07 | Long | 75.0% | +6.12% | 2.87 | 4 |
| 10.07 → 30.07 | Long | 75.0% | +6.12% | 2.96 | 4 |
| 10.07 → 31.07 | Long | 75.0% | +6.12% | 3.04 | 4 |
| 09.07 → 31.07 | Long | 75.0% | +6.11% | 3.01 | 4 |
| 11.07 → 31.07 | Long | 75.0% | +6.08% | 3.00 | 4 |