Over 2011 to 2025 (15 years of data), IAGGBGBX has tended to move long between 12.07 and 16.07, closing higher in 73.3% of those years for an average +1.20% move and an annualized Sharpe of 3.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 16.07 | Long | 73.3% | +1.20% | 3.16 | 15 |
| 13.07 → 03.08 | Short | 73.3% | +1.11% | 0.39 | 15 |
| 09.07 → 12.07 | Short | 73.3% | +0.41% | 0.98 | 15 |
| 13.07 → 11.09 | Long | 73.3% | -0.17% | -0.03 | 15 |
| 12.07 → 21.08 | Short | 66.7% | +2.51% | 0.66 | 15 |
| 12.07 → 22.08 | Short | 66.7% | +2.49% | 0.63 | 15 |
| 13.07 → 18.07 | Long | 66.7% | +1.46% | 2.76 | 15 |
| 13.07 → 16.07 | Long | 66.7% | +1.42% | 5.84 | 15 |