Over 2020 to 2025 (6 years of data), ISPYGBGBX has tended to move short between 10.07 and 14.07, closing higher in 100.0% of those years for an average +2.38% move and an annualized Sharpe of 9.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 14.07 | Short | 100.0% | +2.38% | 9.27 | 6 |
| 10.07 → 13.07 | Short | 100.0% | +1.96% | 12.84 | 6 |
| 13.07 → 30.08 | Long | 83.3% | +3.90% | 1.88 | 6 |
| 12.07 → 30.08 | Long | 83.3% | +3.88% | 1.90 | 6 |
| 13.07 → 29.08 | Long | 83.3% | +3.72% | 1.83 | 6 |
| 12.07 → 29.08 | Long | 83.3% | +3.69% | 1.87 | 6 |
| 13.07 → 28.08 | Long | 83.3% | +3.69% | 1.64 | 6 |
| 12.07 → 28.08 | Long | 83.3% | +3.67% | 1.67 | 6 |