Over 2011 to 2025 (15 years of data), TATEGBGBX has tended to move long between 15.07 and 27.07, closing higher in 73.3% of those years for an average +1.12% move and an annualized Sharpe of 2.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.07 → 27.07 | Long | 73.3% | +1.12% | 2.08 | 15 |
| 15.07 → 26.07 | Long | 73.3% | +1.08% | 2.18 | 15 |
| 16.07 → 26.07 | Long | 73.3% | +1.07% | 2.17 | 15 |
| 17.07 → 26.07 | Long | 73.3% | +1.05% | 2.67 | 15 |
| 16.07 → 09.08 | Long | 73.3% | +0.98% | 0.71 | 15 |
| 17.07 → 09.08 | Long | 73.3% | +0.96% | 0.76 | 15 |
| 16.07 → 08.08 | Long | 73.3% | +0.89% | 0.64 | 15 |
| 17.07 → 08.08 | Long | 73.3% | +0.87% | 0.68 | 15 |