Over 2011 to 2025 (15 years of data), ITVGBGBX has tended to move long between 11.07 and 20.07, closing higher in 73.3% of those years for an average +2.19% move and an annualized Sharpe of 2.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 20.07 | Long | 73.3% | +2.19% | 2.60 | 15 |
| 11.07 → 19.07 | Long | 73.3% | +2.00% | 2.49 | 15 |
| 10.07 → 19.07 | Long | 73.3% | +1.93% | 2.09 | 15 |
| 09.07 → 20.07 | Long | 73.3% | +1.66% | 1.68 | 15 |
| 09.07 → 19.07 | Long | 73.3% | +1.48% | 1.51 | 15 |
| 07.07 → 10.07 | Short | 73.3% | +0.54% | 1.79 | 15 |
| 11.07 → 30.07 | Long | 66.7% | +2.87% | 1.28 | 15 |
| 11.07 → 28.07 | Long | 66.7% | +2.53% | 1.31 | 15 |