Over 2011 to 2025 (15 years of data), SSEGBGBX has tended to move short between 13.07 and 06.08, closing higher in 93.3% of those years for an average +3.96% move and an annualized Sharpe of 3.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 06.08 | Short | 93.3% | +3.96% | 3.87 | 15 |
| 07.07 → 01.09 | Short | 86.7% | +4.09% | 1.69 | 15 |
| 11.07 → 01.09 | Short | 86.7% | +3.99% | 1.80 | 15 |
| 12.07 → 27.08 | Short | 86.7% | +3.95% | 2.18 | 15 |
| 12.07 → 11.08 | Short | 86.7% | +3.94% | 2.82 | 15 |
| 07.07 → 02.08 | Short | 86.7% | +3.85% | 2.89 | 15 |
| 09.07 → 01.09 | Short | 86.7% | +3.85% | 1.54 | 15 |
| 13.07 → 07.08 | Short | 86.7% | +3.80% | 3.30 | 15 |