Over 2011 to 2025 (15 years of data), SNGBGBX has tended to move long between 07.07 and 26.07, closing higher in 86.7% of those years for an average +2.83% move and an annualized Sharpe of 3.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 26.07 | Long | 86.7% | +2.83% | 3.17 | 15 |
| 07.07 → 21.07 | Long | 86.7% | +2.23% | 3.34 | 15 |
| 13.07 → 26.07 | Long | 86.7% | +2.22% | 3.81 | 15 |
| 08.07 → 20.07 | Long | 86.7% | +2.18% | 3.79 | 15 |
| 07.07 → 20.07 | Long | 86.7% | +2.08% | 3.17 | 15 |
| 07.07 → 17.07 | Long | 86.7% | +1.46% | 2.50 | 15 |
| 08.07 → 26.07 | Long | 80.0% | +2.94% | 3.45 | 15 |
| 08.07 → 22.07 | Long | 80.0% | +2.46% | 3.85 | 15 |