Over 2011 to 2025 (15 years of data), TPKGBGBX has tended to move long between 11.07 and 21.07, closing higher in 93.3% of those years for an average +4.41% move and an annualized Sharpe of 5.44.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 21.07 | Long | 93.3% | +4.41% | 5.44 | 15 |
| 12.07 → 21.07 | Long | 93.3% | +3.35% | 6.56 | 15 |
| 13.07 → 21.07 | Long | 93.3% | +2.81% | 6.24 | 15 |
| 11.07 → 22.07 | Long | 86.7% | +4.50% | 5.11 | 15 |
| 11.07 → 20.07 | Long | 86.7% | +3.67% | 4.66 | 15 |
| 12.07 → 22.07 | Long | 86.7% | +3.45% | 5.47 | 15 |
| 12.07 → 23.07 | Long | 86.7% | +3.09% | 4.71 | 15 |
| 13.07 → 22.07 | Long | 86.7% | +2.90% | 5.45 | 15 |