Over 2011 to 2025 (15 years of data), PFCGBGBX has tended to move long between 08.07 and 28.07, closing higher in 73.3% of those years for an average +3.89% move and an annualized Sharpe of 1.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 28.07 | Long | 73.3% | +3.89% | 1.08 | 15 |
| 07.07 → 05.09 | Long | 73.3% | +1.62% | 0.34 | 15 |
| 07.07 → 28.07 | Long | 66.7% | +3.68% | 0.98 | 15 |
| 08.07 → 29.08 | Long | 66.7% | +2.78% | 0.65 | 15 |
| 09.07 → 07.09 | Long | 66.7% | +2.50% | 0.60 | 15 |
| 08.07 → 01.09 | Long | 66.7% | +2.25% | 0.50 | 15 |
| 07.07 → 01.09 | Long | 66.7% | +2.06% | 0.43 | 15 |
| 08.07 → 04.09 | Long | 66.7% | +1.56% | 0.35 | 15 |