Over 2011 to 2025 (15 years of data), STANGBGBX has tended to move long between 08.07 and 20.07, closing higher in 80.0% of those years for an average +1.96% move and an annualized Sharpe of 2.74.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 20.07 | Long | 80.0% | +1.96% | 2.74 | 15 |
| 08.07 → 19.07 | Long | 73.3% | +1.67% | 2.22 | 15 |
| 10.07 → 20.07 | Long | 73.3% | +1.60% | 2.44 | 15 |
| 09.07 → 20.07 | Long | 73.3% | +1.51% | 2.11 | 15 |
| 11.07 → 20.07 | Long | 73.3% | +1.40% | 2.53 | 15 |
| 10.07 → 19.07 | Long | 73.3% | +1.31% | 1.90 | 15 |
| 08.07 → 18.07 | Long | 73.3% | +1.21% | 1.73 | 15 |
| 09.07 → 18.07 | Long | 73.3% | +0.76% | 1.10 | 15 |