Over 2011 to 2025 (15 years of data), PFCGBGBX has tended to move long between 22.08 and 12.09, closing higher in 78.6% of those years for an average +3.93% move and an annualized Sharpe of 1.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 12.09 | Long | 78.6% | +3.93% | 1.55 | 14 |
| 22.08 → 30.09 | Long | 78.6% | +3.88% | 0.44 | 14 |
| 22.08 → 25.09 | Long | 71.4% | +6.48% | 0.76 | 14 |
| 23.08 → 25.09 | Long | 71.4% | +5.53% | 0.67 | 14 |
| 22.08 → 16.09 | Long | 71.4% | +4.73% | 1.36 | 14 |
| 22.08 → 15.09 | Long | 71.4% | +4.67% | 1.40 | 14 |
| 22.08 → 14.09 | Long | 71.4% | +4.51% | 1.45 | 14 |
| 22.08 → 17.09 | Long | 71.4% | +4.42% | 1.34 | 14 |