Over 2022 to 2025 (4 years of data), DPHGBGBX has tended to move long between 12.07 and 03.08, closing higher in 50.0% of those years for an average +2.63% move and an annualized Sharpe of 2.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 03.08 | Long | 50.0% | +2.63% | 2.64 | 4 |
| 13.07 → 03.08 | Long | 50.0% | +2.50% | 2.72 | 4 |
| 11.07 → 03.08 | Long | 50.0% | +1.93% | 2.86 | 4 |
| 12.07 → 21.07 | Long | 50.0% | +1.84% | 3.79 | 4 |
| 12.07 → 22.07 | Long | 50.0% | +1.84% | 3.59 | 4 |
| 12.07 → 02.08 | Long | 50.0% | +1.83% | 2.98 | 4 |
| 12.07 → 19.07 | Long | 50.0% | +1.81% | 4.40 | 4 |
| 12.07 → 18.07 | Long | 50.0% | +1.77% | 4.53 | 4 |