Over 2011 to 2025 (15 years of data), PRUGBGBX has tended to move short between 11.07 and 02.08, closing higher in 73.3% of those years for an average +2.35% move and an annualized Sharpe of 1.39.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 02.08 | Short | 73.3% | +2.35% | 1.39 | 15 |
| 12.07 → 17.07 | Long | 73.3% | +0.02% | 0.05 | 15 |
| 16.07 → 06.09 | Short | 66.7% | +3.75% | 0.84 | 15 |
| 14.07 → 06.09 | Short | 66.7% | +3.73% | 0.77 | 15 |
| 17.07 → 06.09 | Short | 66.7% | +3.71% | 0.81 | 15 |
| 13.07 → 06.09 | Short | 66.7% | +3.56% | 0.74 | 15 |
| 15.07 → 06.09 | Short | 66.7% | +3.41% | 0.74 | 15 |
| 11.07 → 29.08 | Short | 66.7% | +3.08% | 0.69 | 15 |