Over 2011 to 2025 (15 years of data), TSCOGBGBX has tended to move long between 10.07 and 19.07, closing higher in 86.7% of those years for an average +1.89% move and an annualized Sharpe of 3.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 19.07 | Long | 86.7% | +1.89% | 3.29 | 15 |
| 10.07 → 18.07 | Long | 86.7% | +1.79% | 3.51 | 15 |
| 10.07 → 20.07 | Long | 80.0% | +2.13% | 3.28 | 15 |
| 09.07 → 18.07 | Long | 80.0% | +1.83% | 3.25 | 15 |
| 08.07 → 18.07 | Long | 73.3% | +1.98% | 2.98 | 15 |
| 09.07 → 19.07 | Long | 73.3% | +1.93% | 3.04 | 15 |
| 11.07 → 19.07 | Long | 73.3% | +1.89% | 3.61 | 15 |
| 11.07 → 18.07 | Long | 73.3% | +1.79% | 3.88 | 15 |