Over 2011 to 2025 (15 years of data), WEIRGBGBX has tended to move long between 11.07 and 27.07, closing higher in 73.3% of those years for an average +3.27% move and an annualized Sharpe of 2.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 27.07 | Long | 73.3% | +3.27% | 2.22 | 15 |
| 11.07 → 26.07 | Long | 73.3% | +2.62% | 1.98 | 15 |
| 08.07 → 26.07 | Long | 73.3% | +2.59% | 1.92 | 15 |
| 10.07 → 22.07 | Long | 73.3% | +2.48% | 2.25 | 15 |
| 10.07 → 26.07 | Long | 73.3% | +2.40% | 1.63 | 15 |
| 12.07 → 22.07 | Long | 73.3% | +2.23% | 2.53 | 15 |
| 12.07 → 24.07 | Long | 73.3% | +2.18% | 1.75 | 15 |
| 12.07 → 23.07 | Long | 73.3% | +2.17% | 2.10 | 15 |