Over 2016 to 2025 (10 years of data), IMTGBGBX has tended to move short between 18.08 and 05.10, closing higher in 90.0% of those years for an average +3.73% move and an annualized Sharpe of 1.65.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 05.10 | Short | 90.0% | +3.73% | 1.65 | 10 |
| 18.08 → 04.10 | Short | 90.0% | +3.72% | 1.52 | 10 |
| 18.08 → 03.10 | Short | 90.0% | +3.48% | 1.61 | 10 |
| 17.08 → 05.10 | Short | 90.0% | +3.41% | 1.36 | 10 |
| 15.08 → 03.10 | Short | 90.0% | +3.24% | 1.28 | 10 |
| 16.08 → 03.10 | Short | 90.0% | +3.21% | 1.33 | 10 |
| 17.08 → 03.10 | Short | 90.0% | +3.16% | 1.31 | 10 |
| 19.08 → 05.10 | Short | 90.0% | +3.13% | 1.30 | 10 |