Over 2011 to 2025 (15 years of data), WEIRGBGBX has tended to move long between 12.07 and 16.07, closing higher in 80.0% of those years for an average +1.58% move and an annualized Sharpe of 4.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 16.07 | Long | 80.0% | +1.58% | 4.40 | 15 |
| 12.07 → 27.07 | Long | 73.3% | +2.60% | 2.05 | 15 |
| 12.07 → 24.07 | Long | 73.3% | +2.57% | 2.41 | 15 |
| 14.07 → 21.08 | Short | 73.3% | +2.56% | 0.60 | 15 |
| 12.07 → 23.07 | Long | 73.3% | +2.50% | 2.73 | 15 |
| 12.07 → 26.07 | Long | 73.3% | +2.36% | 1.95 | 15 |
| 12.07 → 25.07 | Long | 73.3% | +2.18% | 1.78 | 15 |
| 11.07 → 27.07 | Long | 73.3% | +2.10% | 1.69 | 15 |