Over 2020 to 2025 (6 years of data), INTLGBGBX has tended to move short between 16.08 and 19.08, closing higher in 100.0% of those years for an average +1.35% move and an annualized Sharpe of 10.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 19.08 | Short | 100.0% | +1.35% | 10.06 | 6 |
| 18.08 → 16.10 | Long | 83.3% | +3.55% | 0.75 | 6 |
| 17.08 → 16.10 | Long | 83.3% | +3.47% | 0.73 | 6 |
| 18.08 → 15.10 | Long | 83.3% | +3.44% | 0.74 | 6 |
| 17.08 → 15.10 | Long | 83.3% | +3.36% | 0.73 | 6 |
| 18.08 → 14.10 | Long | 83.3% | +3.35% | 0.71 | 6 |
| 18.08 → 17.10 | Long | 83.3% | +3.29% | 0.72 | 6 |
| 17.08 → 14.10 | Long | 83.3% | +3.27% | 0.70 | 6 |