Over 2016 to 2025 (10 years of data), XDERGBGBX has tended to move long between 07.07 and 10.08, closing higher in 90.0% of those years for an average +4.35% move and an annualized Sharpe of 3.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 10.08 | Long | 90.0% | +4.35% | 3.13 | 10 |
| 08.07 → 11.08 | Long | 90.0% | +4.23% | 3.13 | 10 |
| 08.07 → 12.08 | Long | 90.0% | +4.17% | 2.96 | 10 |
| 08.07 → 10.08 | Long | 90.0% | +4.12% | 3.30 | 10 |
| 09.07 → 11.08 | Long | 90.0% | +4.07% | 2.86 | 10 |
| 07.07 → 09.08 | Long | 90.0% | +4.04% | 3.49 | 10 |
| 09.07 → 12.08 | Long | 90.0% | +4.00% | 2.72 | 10 |
| 10.07 → 11.08 | Long | 90.0% | +3.99% | 2.77 | 10 |