Over 2022 to 2025 (4 years of data), STJGBGBX has tended to move short between 27.08 and 23.09, closing higher in 100.0% of those years for an average +4.13% move and an annualized Sharpe of 11.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 23.09 | Short | 100.0% | +4.13% | 11.50 | 3 |
| 24.08 → 24.09 | Short | 100.0% | +4.02% | 4.70 | 4 |
| 24.08 → 06.09 | Short | 100.0% | +3.74% | 7.52 | 4 |
| 26.08 → 24.09 | Short | 100.0% | +3.56% | 4.53 | 4 |
| 25.08 → 24.09 | Short | 100.0% | +3.46% | 4.91 | 4 |
| 24.08 → 16.09 | Short | 100.0% | +3.22% | 5.55 | 4 |
| 27.08 → 24.09 | Short | 100.0% | +3.20% | 5.32 | 4 |
| 24.08 → 17.09 | Short | 100.0% | +3.18% | 6.92 | 4 |