Over 2011 to 2025 (15 years of data), DGEGBGBX has tended to move long between 07.07 and 29.07, closing higher in 80.0% of those years for an average +1.81% move and an annualized Sharpe of 1.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 29.07 | Long | 80.0% | +1.81% | 1.48 | 15 |
| 07.07 → 28.07 | Long | 73.3% | +1.90% | 1.68 | 15 |
| 09.07 → 29.07 | Long | 73.3% | +1.86% | 1.67 | 15 |
| 08.07 → 29.07 | Long | 73.3% | +1.79% | 1.54 | 15 |
| 11.07 → 29.07 | Long | 73.3% | +1.75% | 1.64 | 15 |
| 12.07 → 28.07 | Long | 73.3% | +1.57% | 2.04 | 15 |
| 13.07 → 11.09 | Short | 73.3% | +1.45% | 0.54 | 15 |
| 13.07 → 28.07 | Long | 73.3% | +1.42% | 1.88 | 15 |