Over 2022 to 2025 (4 years of data), SPXGBGBX has tended to move long between 11.07 and 30.07, closing higher in 100.0% of those years for an average +8.20% move and an annualized Sharpe of 6.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 30.07 | Long | 100.0% | +8.20% | 6.88 | 4 |
| 11.07 → 31.07 | Long | 100.0% | +8.18% | 6.18 | 4 |
| 10.07 → 30.07 | Long | 100.0% | +7.94% | 5.38 | 4 |
| 07.07 → 30.07 | Long | 100.0% | +7.76% | 5.71 | 4 |
| 07.07 → 31.07 | Long | 100.0% | +7.73% | 5.53 | 4 |
| 11.07 → 29.07 | Long | 100.0% | +7.60% | 6.11 | 4 |
| 08.07 → 30.07 | Long | 100.0% | +7.46% | 5.61 | 4 |
| 08.07 → 31.07 | Long | 100.0% | +7.43% | 5.41 | 4 |