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 +1.87% move and an annualized Sharpe of 0.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 02.09 | Long | 80.0% | +1.87% | 0.64 | 15 |
| 13.07 → 02.09 | Long | 80.0% | +1.72% | 0.60 | 15 |
| 16.07 → 02.09 | Long | 80.0% | +1.55% | 0.54 | 15 |
| 14.07 → 02.09 | Long | 80.0% | +1.48% | 0.53 | 15 |
| 12.07 → 07.09 | Long | 80.0% | +1.42% | 0.45 | 15 |
| 15.07 → 02.09 | Long | 80.0% | +1.42% | 0.52 | 15 |
| 17.07 → 02.09 | Long | 80.0% | +1.36% | 0.49 | 15 |
| 13.07 → 07.09 | Long | 80.0% | +1.28% | 0.41 | 15 |