Over 2022 to 2025 (4 years of data), AVVGBGBX has tended to move long between 12.07 and 08.09, closing higher in 25.0% of those years for an average +7.50% move and an annualized Sharpe of 1.20.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 08.09 | Long | 25.0% | +7.50% | 1.20 | 4 |
| 12.07 → 09.09 | Long | 25.0% | +7.50% | 1.19 | 4 |
| 12.07 → 10.09 | Long | 25.0% | +7.50% | 1.18 | 4 |
| 13.07 → 11.09 | Long | 25.0% | +7.22% | 1.18 | 4 |
| 13.07 → 08.09 | Long | 25.0% | +7.15% | 1.21 | 4 |
| 13.07 → 09.09 | Long | 25.0% | +7.15% | 1.20 | 4 |
| 13.07 → 10.09 | Long | 25.0% | +7.15% | 1.19 | 4 |
| 12.07 → 07.09 | Long | 25.0% | +6.91% | 1.21 | 4 |