Over 2022 to 2025 (4 years of data), PHNXGBGBX has tended to move long between 07.07 and 13.08, closing higher in 100.0% of those years for an average +7.03% move and an annualized Sharpe of 3.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 13.08 | Long | 100.0% | +7.03% | 3.03 | 4 |
| 10.07 → 13.08 | Long | 100.0% | +6.89% | 3.43 | 4 |
| 08.07 → 13.08 | Long | 100.0% | +6.63% | 3.33 | 4 |
| 07.07 → 12.08 | Long | 100.0% | +6.57% | 2.74 | 4 |
| 09.07 → 13.08 | Long | 100.0% | +6.54% | 3.24 | 4 |
| 10.07 → 12.08 | Long | 100.0% | +6.42% | 3.11 | 4 |
| 11.07 → 13.08 | Long | 100.0% | +5.88% | 2.75 | 4 |
| 07.07 → 30.07 | Long | 100.0% | +4.86% | 4.24 | 4 |