Over 2011 to 2025 (15 years of data), DGEGBGBX has tended to move short between 24.08 and 07.09, closing higher in 80.0% of those years for an average +0.79% move and an annualized Sharpe of 0.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 07.09 | Short | 80.0% | +0.79% | 0.87 | 15 |
| 23.08 → 13.09 | Short | 73.3% | +1.12% | 0.87 | 15 |
| 24.08 → 13.09 | Short | 73.3% | +1.11% | 0.87 | 15 |
| 27.08 → 13.09 | Short | 73.3% | +1.10% | 1.17 | 15 |
| 22.08 → 07.09 | Short | 73.3% | +0.87% | 0.91 | 15 |
| 25.08 → 07.09 | Short | 73.3% | +0.71% | 0.81 | 15 |
| 24.08 → 08.09 | Short | 73.3% | +0.60% | 0.65 | 15 |
| 25.08 → 08.09 | Short | 73.3% | +0.52% | 0.58 | 15 |