Over 2011 to 2025 (15 years of data), SNGBGBX has tended to move long between 15.07 and 21.07, closing higher in 86.7% of those years for an average +1.34% move and an annualized Sharpe of 4.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.07 → 21.07 | Long | 86.7% | +1.34% | 4.50 | 15 |
| 13.07 → 27.07 | Long | 80.0% | +2.30% | 3.81 | 15 |
| 11.07 → 27.07 | Long | 80.0% | +1.95% | 2.51 | 15 |
| 13.07 → 26.07 | Long | 80.0% | +1.64% | 3.08 | 15 |
| 13.07 → 21.07 | Long | 80.0% | +1.54% | 3.29 | 15 |
| 12.07 → 26.07 | Long | 80.0% | +1.50% | 2.62 | 15 |
| 11.07 → 26.07 | Long | 80.0% | +1.29% | 1.93 | 15 |
| 13.07 → 20.07 | Long | 80.0% | +1.26% | 2.87 | 15 |