Over 2020 to 2025 (6 years of data), SUUSGBGBX has tended to move long between 07.07 and 02.09, closing higher in 100.0% of those years for an average +3.97% move and an annualized Sharpe of 3.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 02.09 | Long | 100.0% | +3.97% | 3.25 | 6 |
| 09.07 → 23.07 | Long | 100.0% | +2.15% | 6.02 | 6 |
| 08.07 → 23.07 | Long | 100.0% | +2.12% | 7.20 | 6 |
| 07.07 → 23.07 | Long | 100.0% | +2.09% | 8.35 | 6 |
| 12.07 → 23.07 | Long | 100.0% | +1.97% | 6.44 | 6 |
| 07.07 → 22.07 | Long | 100.0% | +1.68% | 6.69 | 6 |
| 10.07 → 16.07 | Long | 100.0% | +0.80% | 6.18 | 6 |
| 09.07 → 02.09 | Long | 83.3% | +4.04% | 2.83 | 6 |