Over 2011 to 2025 (15 years of data), WTBGBGBX has tended to move long between 10.07 and 18.07, closing higher in 86.7% of those years for an average +1.49% move and an annualized Sharpe of 2.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 18.07 | Long | 86.7% | +1.49% | 2.09 | 15 |
| 10.07 → 17.07 | Long | 86.7% | +1.36% | 2.40 | 15 |
| 11.07 → 06.09 | Long | 80.0% | +4.38% | 1.32 | 15 |
| 13.07 → 08.09 | Long | 80.0% | +3.91% | 1.13 | 15 |
| 11.07 → 18.07 | Long | 80.0% | +1.44% | 2.23 | 15 |
| 08.07 → 18.07 | Long | 80.0% | +1.26% | 1.58 | 15 |
| 10.07 → 15.07 | Long | 80.0% | +1.17% | 2.25 | 15 |
| 10.07 → 16.07 | Long | 80.0% | +1.13% | 2.28 | 15 |