Over 2011 to 2025 (15 years of data), TSCOGBGBX has tended to move short between 23.07 and 05.08, closing higher in 73.3% of those years for an average +2.01% move and an annualized Sharpe of 2.44.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 05.08 | Short | 73.3% | +2.01% | 2.44 | 15 |
| 22.07 → 30.07 | Short | 73.3% | +1.30% | 2.91 | 15 |
| 22.07 → 28.07 | Short | 73.3% | +1.25% | 3.63 | 15 |
| 22.07 → 29.07 | Short | 73.3% | +1.18% | 2.97 | 15 |
| 23.07 → 30.07 | Short | 73.3% | +1.07% | 3.10 | 15 |
| 23.07 → 29.07 | Short | 73.3% | +0.95% | 3.00 | 15 |
| 27.07 → 02.08 | Short | 73.3% | +0.94% | 2.35 | 15 |
| 22.07 → 05.08 | Short | 66.7% | +2.23% | 2.28 | 15 |