Over 2022 to 2025 (4 years of data), ICPGBGBX has tended to move long between 09.07 and 15.07, closing higher in 100.0% of those years for an average +3.78% move and an annualized Sharpe of 6.68.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 15.07 | Long | 100.0% | +3.78% | 6.68 | 4 |
| 09.07 → 12.07 | Long | 100.0% | +3.70% | 9.52 | 4 |
| 07.07 → 15.07 | Long | 100.0% | +3.57% | 6.62 | 4 |
| 10.07 → 15.07 | Long | 100.0% | +3.56% | 12.53 | 4 |
| 07.07 → 12.07 | Long | 100.0% | +3.47% | 10.86 | 4 |
| 07.07 → 11.07 | Long | 100.0% | +3.39% | 13.65 | 4 |
| 10.07 → 16.07 | Long | 100.0% | +3.36% | 11.82 | 4 |
| 09.07 → 14.07 | Long | 100.0% | +3.25% | 6.08 | 4 |