Over 2011 to 2025 (15 years of data), STANGBGBX has tended to move long between 08.09 and 24.10, closing higher in 80.0% of those years for an average +2.82% move and an annualized Sharpe of 0.89.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.09 → 24.10 | Long | 80.0% | +2.82% | 0.89 | 15 |
| 08.09 → 25.10 | Long | 80.0% | +2.55% | 0.79 | 15 |
| 08.09 → 23.10 | Long | 80.0% | +2.33% | 0.79 | 15 |
| 10.09 → 24.10 | Long | 80.0% | +2.26% | 0.67 | 15 |
| 09.09 → 23.10 | Long | 80.0% | +2.06% | 0.66 | 15 |
| 11.09 → 24.10 | Long | 80.0% | +2.06% | 0.61 | 15 |
| 10.09 → 25.10 | Long | 80.0% | +1.99% | 0.58 | 15 |
| 09.09 → 22.10 | Long | 80.0% | +1.97% | 0.65 | 15 |