Over 2022 to 2025 (4 years of data), STJGBGBX has tended to move long between 07.07 and 23.07, closing higher in 100.0% of those years for an average +4.57% move and an annualized Sharpe of 4.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 23.07 | Long | 100.0% | +4.57% | 4.46 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +4.48% | 5.43 | 4 |
| 12.07 → 26.07 | Short | 100.0% | +3.95% | 6.13 | 4 |
| 09.07 → 20.07 | Long | 100.0% | +3.66% | 5.13 | 4 |
| 08.07 → 23.07 | Long | 100.0% | +3.50% | 3.47 | 4 |
| 07.07 → 11.07 | Long | 100.0% | +3.45% | 14.36 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +3.41% | 4.25 | 4 |
| 10.07 → 13.07 | Long | 100.0% | +2.43% | 13.09 | 4 |