Over 2011 to 2025 (15 years of data), IHGGBGBX has tended to move long between 10.09 and 14.09, closing higher in 80.0% of those years for an average +1.02% move and an annualized Sharpe of 4.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.09 → 14.09 | Long | 80.0% | +1.02% | 4.16 | 15 |
| 10.09 → 13.09 | Long | 80.0% | +0.56% | 3.98 | 15 |
| 10.09 → 15.09 | Long | 73.3% | +1.04% | 2.67 | 15 |
| 09.09 → 15.10 | Short | 73.3% | +0.72% | 0.27 | 15 |
| 09.09 → 16.10 | Short | 73.3% | +0.65% | 0.24 | 15 |
| 09.09 → 15.09 | Long | 73.3% | +0.59% | 1.44 | 15 |
| 14.09 → 18.09 | Short | 73.3% | +0.58% | 1.45 | 15 |
| 08.09 → 15.10 | Short | 73.3% | +0.55% | 0.21 | 15 |