Over 2016 to 2025 (10 years of data), IMTGBGBX has tended to move long between 13.07 and 19.07, closing higher in 90.0% of those years for an average +1.26% move and an annualized Sharpe of 3.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 19.07 | Long | 90.0% | +1.26% | 3.14 | 10 |
| 10.07 → 19.07 | Long | 80.0% | +2.15% | 3.78 | 10 |
| 10.07 → 20.07 | Long | 80.0% | +2.06% | 3.75 | 10 |
| 11.07 → 19.07 | Long | 80.0% | +1.97% | 3.81 | 10 |
| 10.07 → 18.07 | Long | 80.0% | +1.96% | 4.06 | 10 |
| 11.07 → 20.07 | Long | 80.0% | +1.89% | 3.73 | 10 |
| 11.07 → 18.07 | Long | 80.0% | +1.78% | 4.12 | 10 |
| 10.07 → 17.08 | Long | 80.0% | +1.54% | 0.85 | 10 |