Over 2022 to 2025 (4 years of data), SPXGBGBX has tended to move long between 27.07 and 31.07, closing higher in 100.0% of those years for an average +4.06% move and an annualized Sharpe of 15.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 31.07 | Long | 100.0% | +4.06% | 15.92 | 4 |
| 26.07 → 31.07 | Long | 100.0% | +3.98% | 24.26 | 4 |
| 25.07 → 31.07 | Long | 100.0% | +3.97% | 15.15 | 4 |
| 23.07 → 31.07 | Long | 100.0% | +3.96% | 11.22 | 4 |
| 22.07 → 31.07 | Long | 100.0% | +3.90% | 9.15 | 4 |
| 24.07 → 31.07 | Long | 100.0% | +3.58% | 10.74 | 4 |
| 28.07 → 31.07 | Long | 100.0% | +3.55% | 15.44 | 4 |
| 27.07 → 30.07 | Long | 100.0% | +3.25% | 11.55 | 4 |