Over 2022 to 2025 (4 years of data), SMTGBGBX has tended to move long between 26.07 and 31.07, closing higher in 100.0% of those years for an average +3.92% move and an annualized Sharpe of 12.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 31.07 | Long | 100.0% | +3.92% | 12.43 | 4 |
| 25.07 → 31.07 | Long | 100.0% | +3.82% | 12.23 | 4 |
| 27.07 → 31.07 | Long | 100.0% | +3.35% | 13.58 | 4 |
| 26.07 → 30.07 | Long | 100.0% | +3.27% | 9.17 | 4 |
| 22.07 → 31.07 | Long | 100.0% | +2.85% | 5.76 | 4 |
| 28.07 → 31.07 | Long | 100.0% | +2.69% | 20.33 | 4 |
| 28.07 → 02.09 | Short | 100.0% | +2.38% | 5.88 | 4 |
| 27.07 → 02.09 | Short | 100.0% | +1.77% | 5.92 | 4 |