Over 2011 to 2025 (15 years of data), ULVRGBGBX has tended to move long between 12.07 and 02.09, closing higher in 80.0% of those years for an average +1.96% move and an annualized Sharpe of 0.67.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 02.09 | Long | 80.0% | +1.96% | 0.67 | 15 |
| 13.07 → 02.09 | Long | 80.0% | +1.96% | 0.69 | 15 |
| 11.07 → 02.09 | Long | 80.0% | +1.95% | 0.68 | 15 |
| 12.07 → 03.09 | Long | 80.0% | +1.82% | 0.57 | 15 |
| 13.07 → 03.09 | Long | 80.0% | +1.81% | 0.58 | 15 |
| 11.07 → 03.09 | Long | 80.0% | +1.80% | 0.57 | 15 |
| 13.07 → 06.09 | Long | 80.0% | +1.49% | 0.49 | 15 |
| 12.07 → 07.09 | Long | 80.0% | +1.40% | 0.46 | 15 |