Over 2011 to 2025 (15 years of data), PRUGBGBX has tended to move short between 22.08 and 06.09, closing higher in 80.0% of those years for an average +1.41% move and an annualized Sharpe of 2.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 06.09 | Short | 80.0% | +1.41% | 2.33 | 15 |
| 25.08 → 28.08 | Short | 80.0% | +1.36% | 6.59 | 15 |
| 25.08 → 06.09 | Short | 73.3% | +1.76% | 2.50 | 15 |
| 24.08 → 06.09 | Short | 73.3% | +1.57% | 2.36 | 15 |
| 25.08 → 05.09 | Short | 73.3% | +1.52% | 2.55 | 15 |
| 25.08 → 07.09 | Short | 73.3% | +1.52% | 1.80 | 15 |
| 23.08 → 06.09 | Short | 73.3% | +1.51% | 2.32 | 15 |
| 24.08 → 05.09 | Short | 73.3% | +1.34% | 2.39 | 15 |