Over 2011 to 2025 (15 years of data), EZJGBGBX has tended to move short between 17.08 and 09.10, closing higher in 66.7% of those years for an average +4.43% move and an annualized Sharpe of 0.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 09.10 | Short | 66.7% | +4.43% | 0.69 | 15 |
| 16.08 → 09.10 | Short | 66.7% | +4.31% | 0.66 | 15 |
| 17.08 → 10.10 | Short | 66.7% | +4.18% | 0.63 | 15 |
| 17.08 → 08.10 | Short | 66.7% | +4.12% | 0.65 | 15 |
| 16.08 → 08.10 | Short | 66.7% | +3.99% | 0.62 | 15 |
| 17.08 → 07.10 | Short | 66.7% | +3.68% | 0.53 | 15 |
| 18.08 → 09.10 | Short | 66.7% | +3.06% | 0.50 | 15 |
| 17.08 → 22.09 | Short | 66.7% | +2.77% | 0.60 | 15 |