Over 2011 to 2025 (15 years of data), BTGBGBX has tended to move short between 12.07 and 01.09, closing higher in 86.7% of those years for an average +6.13% move and an annualized Sharpe of 1.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 01.09 | Short | 86.7% | +6.13% | 1.71 | 15 |
| 12.07 → 23.08 | Short | 86.7% | +5.89% | 1.84 | 15 |
| 13.07 → 26.08 | Short | 86.7% | +5.86% | 1.77 | 15 |
| 12.07 → 02.09 | Short | 86.7% | +5.77% | 1.59 | 15 |
| 13.07 → 25.08 | Short | 86.7% | +5.76% | 1.74 | 15 |
| 12.07 → 26.08 | Short | 86.7% | +5.74% | 1.64 | 15 |
| 12.07 → 31.08 | Short | 86.7% | +5.68% | 1.66 | 15 |
| 12.07 → 25.08 | Short | 86.7% | +5.64% | 1.61 | 15 |