Over 2011 to 2025 (15 years of data), EZJGBGBX has tended to move short between 12.07 and 22.08, closing higher in 93.3% of those years for an average +4.76% move and an annualized Sharpe of 2.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 22.08 | Short | 93.3% | +4.76% | 2.25 | 15 |
| 13.07 → 31.08 | Short | 86.7% | +4.34% | 1.54 | 15 |
| 09.07 → 23.08 | Short | 80.0% | +5.02% | 2.15 | 15 |
| 13.07 → 23.08 | Short | 80.0% | +4.94% | 2.05 | 15 |
| 12.07 → 23.08 | Short | 80.0% | +4.90% | 2.23 | 15 |
| 13.07 → 22.08 | Short | 80.0% | +4.81% | 2.17 | 15 |
| 13.07 → 25.08 | Short | 80.0% | +4.72% | 1.86 | 15 |
| 10.07 → 23.08 | Short | 80.0% | +4.71% | 2.14 | 15 |