Over 2011 to 2025 (15 years of data), PSONGBGBX has tended to move long between 11.07 and 31.07, closing higher in 80.0% of those years for an average +2.92% move and an annualized Sharpe of 2.28.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 31.07 | Long | 80.0% | +2.92% | 2.28 | 15 |
| 09.07 → 19.07 | Long | 80.0% | +1.13% | 1.85 | 15 |
| 10.07 → 19.07 | Long | 80.0% | +1.10% | 1.87 | 15 |
| 10.07 → 20.07 | Long | 80.0% | +1.06% | 1.77 | 15 |
| 10.07 → 18.07 | Long | 80.0% | +0.81% | 1.43 | 15 |
| 11.07 → 26.07 | Long | 73.3% | +2.55% | 2.64 | 15 |
| 12.07 → 26.07 | Long | 73.3% | +2.25% | 2.52 | 15 |
| 11.07 → 25.07 | Long | 73.3% | +2.21% | 2.96 | 15 |