Over 2022 to 2025 (4 years of data), ECMGBGBX has tended to move short between 22.08 and 21.10, closing higher in 100.0% of those years for an average +8.48% move and an annualized Sharpe of 2.89.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 21.10 | Short | 100.0% | +8.48% | 2.89 | 4 |
| 22.08 → 20.10 | Short | 100.0% | +8.28% | 3.41 | 4 |
| 22.08 → 19.10 | Short | 100.0% | +7.52% | 2.90 | 4 |
| 21.08 → 20.10 | Short | 100.0% | +7.24% | 2.75 | 4 |
| 20.08 → 19.10 | Short | 100.0% | +7.03% | 2.45 | 4 |
| 22.08 → 17.10 | Short | 100.0% | +6.64% | 2.35 | 4 |
| 21.08 → 19.10 | Short | 100.0% | +6.45% | 2.18 | 4 |
| 22.08 → 18.10 | Short | 100.0% | +6.41% | 2.49 | 4 |