Over 2020 to 2025 (6 years of data), SUUSGBGBX has tended to move long between 12.07 and 23.07, closing higher in 100.0% of those years for an average +1.65% move and an annualized Sharpe of 7.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 23.07 | Long | 100.0% | +1.65% | 7.46 | 6 |
| 11.07 → 15.07 | Long | 100.0% | +0.48% | 14.25 | 6 |
| 14.07 → 12.09 | Long | 83.3% | +4.09% | 2.07 | 6 |
| 14.07 → 02.09 | Long | 83.3% | +3.96% | 2.54 | 6 |
| 17.07 → 12.09 | Long | 83.3% | +3.80% | 2.56 | 6 |
| 12.07 → 02.09 | Long | 83.3% | +3.76% | 2.90 | 6 |
| 11.07 → 02.09 | Long | 83.3% | +3.73% | 2.62 | 6 |
| 14.07 → 27.08 | Long | 83.3% | +3.72% | 2.19 | 6 |