Over 2011 to 2025 (15 years of data), AVGBGBX has tended to move short between 23.08 and 04.09, closing higher in 80.0% of those years for an average +1.31% move and an annualized Sharpe of 2.45.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 04.09 | Short | 80.0% | +1.31% | 2.45 | 15 |
| 22.08 → 04.09 | Short | 80.0% | +1.28% | 2.45 | 15 |
| 23.08 → 05.09 | Short | 80.0% | +0.97% | 2.09 | 15 |
| 22.08 → 05.09 | Short | 80.0% | +0.95% | 1.97 | 15 |
| 24.08 → 05.09 | Short | 80.0% | +0.93% | 2.43 | 15 |
| 25.08 → 04.09 | Short | 73.3% | +1.32% | 2.48 | 15 |
| 23.08 → 03.09 | Short | 73.3% | +1.30% | 2.38 | 15 |
| 22.08 → 03.09 | Short | 73.3% | +1.27% | 2.42 | 15 |