Over 2011 to 2025 (15 years of data), SDRGBGBX has tended to move short between 22.07 and 01.08, closing higher in 90.0% of those years for an average +2.26% move and an annualized Sharpe of 2.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 01.08 | Short | 90.0% | +2.26% | 2.96 | 10 |
| 22.07 → 01.09 | Short | 80.0% | +5.20% | 1.70 | 10 |
| 23.07 → 01.09 | Short | 80.0% | +5.19% | 1.86 | 10 |
| 23.07 → 04.09 | Short | 80.0% | +5.12% | 1.66 | 10 |
| 22.07 → 28.08 | Short | 80.0% | +5.05% | 1.83 | 10 |
| 22.07 → 06.09 | Short | 80.0% | +5.04% | 1.41 | 10 |
| 23.07 → 03.09 | Short | 80.0% | +5.04% | 1.67 | 10 |
| 23.07 → 28.08 | Short | 80.0% | +5.02% | 1.94 | 10 |