Over 2011 to 2025 (15 years of data), BARCGBGBX has tended to move long between 08.07 and 25.07, closing higher in 86.7% of those years for an average +2.96% move and an annualized Sharpe of 2.20.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 25.07 | Long | 86.7% | +2.96% | 2.20 | 15 |
| 10.07 → 28.07 | Long | 86.7% | +2.79% | 2.71 | 15 |
| 08.07 → 26.07 | Long | 86.7% | +2.45% | 1.92 | 15 |
| 11.07 → 27.07 | Long | 86.7% | +2.42% | 3.28 | 15 |
| 13.07 → 27.07 | Long | 86.7% | +1.46% | 1.86 | 15 |
| 08.07 → 28.07 | Long | 80.0% | +3.10% | 2.35 | 15 |
| 08.07 → 24.07 | Long | 80.0% | +3.09% | 2.30 | 15 |
| 07.07 → 28.07 | Long | 80.0% | +2.99% | 1.84 | 15 |