Over 2011 to 2025 (15 years of data), PSNGBGBX has tended to move short between 23.07 and 26.07, closing higher in 73.3% of those years for an average +0.51% move and an annualized Sharpe of 2.10.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 26.07 | Short | 73.3% | +0.51% | 2.10 | 15 |
| 23.07 → 07.08 | Short | 66.7% | +1.72% | 1.34 | 15 |
| 23.07 → 09.08 | Short | 66.7% | +1.59% | 1.11 | 15 |
| 22.07 → 06.08 | Short | 66.7% | +1.51% | 1.11 | 15 |
| 22.07 → 07.08 | Short | 66.7% | +1.48% | 1.07 | 15 |
| 22.07 → 09.08 | Short | 66.7% | +1.36% | 0.90 | 15 |
| 22.07 → 05.08 | Short | 66.7% | +1.17% | 1.08 | 15 |
| 23.07 → 02.08 | Short | 66.7% | +0.88% | 1.50 | 15 |