Over 2011 to 2025 (15 years of data), TLWGBGBX has tended to move short between 08.07 and 23.07, closing higher in 86.7% of those years for an average +3.64% move and an annualized Sharpe of 2.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 23.07 | Short | 86.7% | +3.64% | 2.11 | 15 |
| 07.07 → 23.07 | Short | 86.7% | +3.60% | 1.86 | 15 |
| 13.07 → 24.07 | Short | 86.7% | +3.53% | 2.31 | 15 |
| 09.07 → 23.07 | Short | 86.7% | +3.27% | 1.69 | 15 |
| 08.07 → 20.07 | Short | 86.7% | +2.82% | 2.15 | 15 |
| 13.07 → 18.08 | Short | 80.0% | +9.24% | 1.50 | 15 |
| 13.07 → 07.09 | Short | 80.0% | +9.23% | 1.13 | 15 |
| 13.07 → 01.09 | Short | 80.0% | +9.17% | 1.25 | 15 |