Over 2022 to 2025 (4 years of data), BDEVGBGBX has tended to move short between 15.08 and 09.10, closing higher in 100.0% of those years for an average +13.30% move and an annualized Sharpe of 2.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 09.10 | Short | 100.0% | +13.30% | 2.60 | 4 |
| 15.08 → 10.10 | Short | 100.0% | +13.08% | 2.42 | 4 |
| 14.08 → 12.10 | Short | 100.0% | +13.06% | 2.13 | 4 |
| 13.08 → 12.10 | Short | 100.0% | +13.03% | 2.11 | 4 |
| 14.08 → 13.10 | Short | 100.0% | +12.67% | 2.39 | 4 |
| 14.08 → 09.10 | Short | 100.0% | +12.56% | 2.46 | 4 |
| 13.08 → 09.10 | Short | 100.0% | +12.53% | 2.43 | 4 |
| 14.08 → 10.10 | Short | 100.0% | +12.35% | 2.30 | 4 |