Over 2011 to 2025 (15 years of data), SNGBGBX has tended to move short between 22.08 and 10.10, closing higher in 86.7% of those years for an average +2.94% move and an annualized Sharpe of 1.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 10.10 | Short | 86.7% | +2.94% | 1.54 | 15 |
| 28.08 → 07.10 | Short | 86.7% | +2.55% | 1.90 | 15 |
| 27.08 → 08.09 | Long | 86.7% | +1.96% | 3.05 | 15 |
| 28.08 → 27.10 | Short | 80.0% | +4.16% | 1.60 | 15 |
| 28.08 → 25.10 | Short | 80.0% | +4.02% | 1.69 | 15 |
| 27.08 → 25.10 | Short | 80.0% | +3.73% | 1.55 | 15 |
| 25.08 → 20.10 | Short | 80.0% | +3.66% | 1.37 | 15 |
| 28.08 → 15.10 | Short | 80.0% | +3.61% | 1.91 | 15 |