Over 2022 to 2025 (4 years of data), DCCGBGBX has tended to move short between 11.07 and 27.08, closing higher in 100.0% of those years for an average +3.95% move and an annualized Sharpe of 5.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 27.08 | Short | 100.0% | +3.95% | 5.09 | 3 |
| 11.07 → 26.08 | Short | 100.0% | +3.86% | 4.49 | 3 |
| 11.07 → 28.08 | Short | 100.0% | +3.61% | 3.98 | 3 |
| 13.07 → 27.08 | Short | 100.0% | +3.34% | 6.41 | 4 |
| 13.07 → 26.08 | Short | 100.0% | +3.28% | 5.47 | 4 |
| 13.07 → 02.09 | Short | 100.0% | +3.28% | 2.88 | 4 |
| 13.07 → 28.08 | Short | 100.0% | +3.08% | 4.74 | 4 |
| 14.07 → 27.08 | Short | 100.0% | +3.08% | 5.78 | 4 |