Over 2011 to 2025 (15 years of data), TPKGBGBX has tended to move short between 26.08 and 05.10, closing higher in 86.7% of those years for an average +3.50% move and an annualized Sharpe of 1.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 05.10 | Short | 86.7% | +3.50% | 1.91 | 15 |
| 25.08 → 09.10 | Short | 80.0% | +4.10% | 1.57 | 15 |
| 26.08 → 09.10 | Short | 80.0% | +4.06% | 1.47 | 15 |
| 25.08 → 08.10 | Short | 80.0% | +3.95% | 1.61 | 15 |
| 26.08 → 08.10 | Short | 80.0% | +3.90% | 1.49 | 15 |
| 25.08 → 10.10 | Short | 80.0% | +3.73% | 1.41 | 15 |
| 26.08 → 10.10 | Short | 80.0% | +3.69% | 1.31 | 15 |
| 26.08 → 07.10 | Short | 80.0% | +3.59% | 1.46 | 15 |