Over 2022 to 2025 (4 years of data), DCCGBGBX has tended to move short between 12.07 and 26.08, closing higher in 100.0% of those years for an average +3.38% move and an annualized Sharpe of 6.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 26.08 | Short | 100.0% | +3.38% | 6.17 | 4 |
| 13.07 → 26.08 | Short | 100.0% | +3.36% | 4.67 | 4 |
| 11.07 → 26.08 | Short | 100.0% | +3.31% | 4.00 | 4 |
| 12.07 → 25.08 | Short | 100.0% | +3.28% | 5.47 | 4 |
| 13.07 → 25.08 | Short | 100.0% | +3.25% | 4.32 | 4 |
| 11.07 → 25.08 | Short | 100.0% | +3.20% | 3.74 | 4 |
| 12.07 → 27.08 | Short | 100.0% | +3.11% | 4.68 | 4 |
| 13.07 → 27.08 | Short | 100.0% | +3.08% | 3.85 | 4 |