Over 2022 to 2025 (4 years of data), PHNXGBGBX has tended to move short between 15.08 and 12.10, closing higher in 100.0% of those years for an average +12.04% move and an annualized Sharpe of 3.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 12.10 | Short | 100.0% | +12.04% | 3.01 | 4 |
| 15.08 → 07.10 | Short | 100.0% | +11.97% | 3.54 | 4 |
| 15.08 → 13.10 | Short | 100.0% | +11.84% | 3.27 | 4 |
| 15.08 → 08.10 | Short | 100.0% | +11.76% | 3.63 | 4 |
| 15.08 → 11.10 | Short | 100.0% | +11.74% | 3.19 | 4 |
| 15.08 → 03.10 | Short | 100.0% | +11.73% | 3.81 | 4 |
| 14.08 → 12.10 | Short | 100.0% | +11.53% | 2.74 | 4 |
| 16.08 → 12.10 | Short | 100.0% | +11.50% | 2.86 | 4 |