Over 2011 to 2025 (15 years of data), ITRKGBGBX has tended to move long between 08.07 and 27.07, closing higher in 86.7% of those years for an average +2.44% move and an annualized Sharpe of 2.74.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 27.07 | Long | 86.7% | +2.44% | 2.74 | 15 |
| 11.07 → 24.07 | Long | 86.7% | +1.35% | 2.81 | 15 |
| 11.07 → 28.07 | Long | 80.0% | +2.55% | 3.01 | 15 |
| 08.07 → 28.07 | Long | 80.0% | +2.50% | 2.60 | 15 |
| 07.07 → 28.07 | Long | 80.0% | +2.49% | 2.38 | 15 |
| 07.07 → 27.07 | Long | 80.0% | +2.43% | 2.41 | 15 |
| 09.07 → 28.07 | Long | 80.0% | +2.40% | 2.46 | 15 |
| 13.07 → 28.07 | Long | 80.0% | +1.93% | 2.96 | 15 |