Over 2011 to 2025 (15 years of data), IIIGBGBX has tended to move long between 11.07 and 22.07, closing higher in 66.7% of those years for an average +2.49% move and an annualized Sharpe of 4.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 22.07 | Long | 66.7% | +2.49% | 4.59 | 15 |
| 11.07 → 21.07 | Long | 66.7% | +2.25% | 4.51 | 15 |
| 12.07 → 22.07 | Long | 66.7% | +2.01% | 5.59 | 15 |
| 12.07 → 21.07 | Long | 66.7% | +1.77% | 5.62 | 15 |
| 13.07 → 22.07 | Long | 66.7% | +1.55% | 4.95 | 15 |
| 13.07 → 21.07 | Long | 66.7% | +1.31% | 4.86 | 15 |
| 10.07 → 22.07 | Long | 60.0% | +2.34% | 3.69 | 15 |
| 11.07 → 20.07 | Long | 60.0% | +2.30% | 4.38 | 15 |