Over 2011 to 2025 (15 years of data), TPKGBGBX has tended to move short between 08.09 and 03.10, closing higher in 80.0% of those years for an average +2.14% move and an annualized Sharpe of 1.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.09 → 03.10 | Short | 80.0% | +2.14% | 1.21 | 15 |
| 08.09 → 04.10 | Short | 80.0% | +2.04% | 1.11 | 15 |
| 12.09 → 25.09 | Short | 80.0% | +1.86% | 2.13 | 15 |
| 08.09 → 05.10 | Short | 73.3% | +2.50% | 1.38 | 15 |
| 08.09 → 30.09 | Short | 73.3% | +2.24% | 1.45 | 15 |
| 08.09 → 02.10 | Short | 73.3% | +2.18% | 1.34 | 15 |
| 08.09 → 29.09 | Short | 73.3% | +2.06% | 1.33 | 15 |
| 13.09 → 25.09 | Short | 73.3% | +1.95% | 2.06 | 15 |