Over 2011 to 2025 (15 years of data), MNDIGBGBX has tended to move short between 21.07 and 28.08, closing higher in 66.7% of those years for an average +1.80% move and an annualized Sharpe of 0.63.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.07 → 28.08 | Short | 66.7% | +1.80% | 0.63 | 15 |
| 21.07 → 29.08 | Short | 66.7% | +1.69% | 0.59 | 15 |
| 22.07 → 28.08 | Short | 66.7% | +1.69% | 0.62 | 15 |
| 21.07 → 01.09 | Short | 66.7% | +1.67% | 0.63 | 15 |
| 21.07 → 30.08 | Short | 66.7% | +1.64% | 0.66 | 15 |
| 21.07 → 25.08 | Short | 66.7% | +1.63% | 0.56 | 15 |
| 27.07 → 02.08 | Short | 66.7% | +1.61% | 1.71 | 15 |
| 21.07 → 26.08 | Short | 66.7% | +1.55% | 0.52 | 15 |