Over 2011 to 2025 (15 years of data), PSNGBGBX has tended to move long between 08.07 and 19.07, closing higher in 80.0% of those years for an average +4.37% move and an annualized Sharpe of 2.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 19.07 | Long | 80.0% | +4.37% | 2.95 | 15 |
| 08.07 → 17.07 | Long | 80.0% | +3.00% | 2.84 | 15 |
| 08.07 → 20.07 | Long | 73.3% | +4.67% | 2.94 | 15 |
| 08.07 → 21.07 | Long | 73.3% | +4.40% | 2.69 | 15 |
| 08.07 → 18.07 | Long | 73.3% | +4.09% | 2.76 | 15 |
| 07.07 → 12.08 | Long | 73.3% | +3.31% | 0.87 | 15 |
| 08.07 → 11.08 | Long | 73.3% | +3.28% | 1.01 | 15 |
| 09.07 → 19.07 | Long | 73.3% | +3.09% | 2.34 | 15 |