Over 2011 to 2025 (15 years of data), ITRKGBGBX has tended to move short between 17.08 and 02.10, closing higher in 66.7% of those years for an average +1.91% move and an annualized Sharpe of 0.70.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 02.10 | Short | 66.7% | +1.91% | 0.70 | 15 |
| 16.08 → 02.10 | Short | 66.7% | +1.90% | 0.71 | 15 |
| 17.08 → 26.09 | Short | 66.7% | +1.74% | 0.68 | 15 |
| 16.08 → 26.09 | Short | 66.7% | +1.73% | 0.65 | 15 |
| 17.08 → 25.09 | Short | 66.7% | +1.72% | 0.75 | 15 |
| 16.08 → 25.09 | Short | 66.7% | +1.70% | 0.72 | 15 |
| 17.08 → 09.10 | Short | 66.7% | +1.69% | 0.54 | 15 |
| 18.08 → 26.09 | Short | 66.7% | +1.69% | 0.66 | 15 |