Over 2020 to 2025 (6 years of data), INTLGBGBX has tended to move long between 12.07 and 02.09, closing higher in 83.3% of those years for an average +2.71% move and an annualized Sharpe of 1.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 02.09 | Long | 83.3% | +2.71% | 1.37 | 6 |
| 12.07 → 23.07 | Long | 83.3% | +2.41% | 3.65 | 6 |
| 12.07 → 01.09 | Long | 83.3% | +2.32% | 1.18 | 6 |
| 12.07 → 30.08 | Long | 83.3% | +2.21% | 1.19 | 6 |
| 07.07 → 23.07 | Long | 83.3% | +2.18% | 3.57 | 6 |
| 13.07 → 02.09 | Long | 83.3% | +2.14% | 1.04 | 6 |
| 07.07 → 30.08 | Long | 83.3% | +2.01% | 1.01 | 6 |
| 11.07 → 02.09 | Long | 83.3% | +2.01% | 0.90 | 6 |