Over 2011 to 2025 (15 years of data), PRUGBGBX has tended to move long between 11.07 and 19.07, closing higher in 73.3% of those years for an average +0.89% move and an annualized Sharpe of 1.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 19.07 | Long | 73.3% | +0.89% | 1.57 | 15 |
| 11.07 → 18.07 | Long | 73.3% | +0.79% | 1.52 | 15 |
| 11.07 → 17.07 | Long | 73.3% | +0.70% | 1.82 | 15 |
| 12.07 → 19.07 | Long | 73.3% | +0.58% | 1.16 | 15 |
| 11.07 → 16.07 | Long | 73.3% | +0.56% | 1.99 | 15 |
| 08.07 → 06.09 | Short | 66.7% | +3.10% | 0.56 | 15 |
| 08.07 → 05.09 | Short | 66.7% | +3.08% | 0.57 | 15 |
| 09.07 → 28.08 | Short | 66.7% | +2.71% | 0.59 | 15 |