Over 2011 to 2025 (15 years of data), BLTGBGBX has tended to move short between 18.08 and 23.09, closing higher in 86.7% of those years for an average +4.62% move and an annualized Sharpe of 1.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 23.09 | Short | 86.7% | +4.62% | 1.87 | 15 |
| 17.08 → 10.09 | Short | 86.7% | +4.01% | 2.63 | 15 |
| 18.08 → 21.09 | Short | 86.7% | +3.96% | 1.63 | 15 |
| 18.08 → 10.09 | Short | 86.7% | +3.82% | 2.80 | 15 |
| 17.08 → 11.09 | Short | 86.7% | +3.79% | 2.44 | 15 |
| 18.08 → 07.09 | Short | 86.7% | +3.76% | 2.82 | 15 |
| 17.08 → 06.09 | Short | 86.7% | +3.73% | 2.46 | 15 |
| 16.08 → 10.09 | Short | 86.7% | +3.72% | 2.72 | 15 |