Over 2011 to 2025 (15 years of data), SSEGBGBX has tended to move short between 15.08 and 28.09, closing higher in 73.3% of those years for an average +1.58% move and an annualized Sharpe of 0.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 28.09 | Short | 73.3% | +1.58% | 0.60 | 15 |
| 14.08 → 28.09 | Short | 73.3% | +1.56% | 0.59 | 15 |
| 15.08 → 28.08 | Short | 73.3% | +0.59% | 1.57 | 15 |
| 18.08 → 24.08 | Long | 73.3% | -0.13% | -0.35 | 15 |
| 18.08 → 23.08 | Long | 73.3% | -0.28% | -0.84 | 15 |
| 18.08 → 02.09 | Long | 73.3% | -0.73% | -0.80 | 15 |
| 16.08 → 06.10 | Short | 66.7% | +1.70% | 0.54 | 15 |
| 16.08 → 05.10 | Short | 66.7% | +1.69% | 0.59 | 15 |