Over 2011 to 2025 (15 years of data), TATEGBGBX has tended to move long between 13.07 and 21.07, closing higher in 73.3% of those years for an average +0.60% move and an annualized Sharpe of 1.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 21.07 | Long | 73.3% | +0.60% | 1.71 | 15 |
| 07.07 → 13.07 | Short | 66.7% | +0.82% | 2.66 | 15 |
| 07.07 → 17.07 | Short | 66.7% | +0.76% | 1.55 | 15 |
| 07.07 → 14.07 | Short | 66.7% | +0.72% | 1.82 | 15 |
| 09.07 → 29.08 | Long | 66.7% | +0.56% | 0.22 | 15 |
| 13.07 → 07.08 | Long | 66.7% | +0.55% | 0.38 | 15 |
| 13.07 → 20.07 | Long | 66.7% | +0.52% | 1.93 | 15 |
| 12.07 → 21.07 | Long | 66.7% | +0.49% | 1.06 | 15 |