Over 2022 to 2025 (4 years of data), HLMAGBGBX has tended to move short between 12.07 and 03.09, closing higher in 100.0% of those years for an average +2.86% move and an annualized Sharpe of 3.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 03.09 | Short | 100.0% | +2.86% | 3.30 | 4 |
| 13.07 → 03.09 | Short | 100.0% | +2.56% | 3.59 | 4 |
| 09.07 → 31.07 | Long | 100.0% | +2.46% | 2.74 | 4 |
| 10.07 → 03.09 | Short | 100.0% | +2.19% | 3.30 | 4 |
| 11.07 → 03.09 | Short | 100.0% | +2.16% | 3.42 | 4 |
| 10.07 → 02.09 | Short | 100.0% | +2.08% | 3.25 | 4 |
| 10.07 → 01.09 | Short | 100.0% | +1.68% | 4.47 | 4 |
| 07.07 → 23.07 | Long | 75.0% | +2.86% | 3.03 | 4 |