Over 2011 to 2025 (15 years of data), IHGGBGBX has tended to move long between 07.07 and 21.07, closing higher in 80.0% of those years for an average +2.38% move and an annualized Sharpe of 3.18.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 21.07 | Long | 80.0% | +2.38% | 3.18 | 15 |
| 07.07 → 19.07 | Long | 80.0% | +2.16% | 2.52 | 15 |
| 07.07 → 22.07 | Long | 80.0% | +2.15% | 2.83 | 15 |
| 08.07 → 21.07 | Long | 80.0% | +2.02% | 3.28 | 15 |
| 08.07 → 19.07 | Long | 80.0% | +1.79% | 2.57 | 15 |
| 08.07 → 22.07 | Long | 80.0% | +1.79% | 2.78 | 15 |
| 10.07 → 20.07 | Long | 80.0% | +1.44% | 2.54 | 15 |
| 10.07 → 19.07 | Long | 80.0% | +1.42% | 2.22 | 15 |