Over 2011 to 2025 (15 years of data), ITVGBGBX has tended to move long between 22.08 and 15.09, closing higher in 73.3% of those years for an average +2.35% move and an annualized Sharpe of 1.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 15.09 | Long | 73.3% | +2.35% | 1.34 | 15 |
| 22.08 → 14.09 | Long | 73.3% | +1.95% | 1.16 | 15 |
| 16.08 → 01.09 | Short | 73.3% | +1.32% | 0.86 | 15 |
| 16.08 → 02.09 | Short | 73.3% | +0.96% | 0.66 | 15 |
| 22.08 → 05.09 | Long | 71.4% | +1.63% | 1.56 | 14 |
| 20.08 → 15.09 | Long | 66.7% | +2.28% | 1.14 | 15 |
| 19.08 → 15.09 | Long | 66.7% | +2.14% | 0.96 | 15 |
| 20.08 → 08.09 | Long | 66.7% | +2.14% | 1.57 | 15 |