Over 2011 to 2025 (15 years of data), BPGBGBX has tended to move short between 12.07 and 05.09, closing higher in 80.0% of those years for an average +4.10% move and an annualized Sharpe of 0.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 05.09 | Short | 80.0% | +4.10% | 0.88 | 15 |
| 13.07 → 08.09 | Short | 80.0% | +3.87% | 0.81 | 15 |
| 13.07 → 07.09 | Short | 80.0% | +3.83% | 0.87 | 15 |
| 13.07 → 09.09 | Short | 80.0% | +3.73% | 0.77 | 15 |
| 13.07 → 01.08 | Short | 80.0% | +2.24% | 2.00 | 15 |
| 12.07 → 02.08 | Short | 80.0% | +1.99% | 1.58 | 15 |
| 09.07 → 05.09 | Short | 73.3% | +4.59% | 0.90 | 15 |
| 13.07 → 06.09 | Short | 73.3% | +4.32% | 0.96 | 15 |