Over 2016 to 2025 (10 years of data), XDERGBGBX has tended to move long between 17.07 and 10.08, closing higher in 100.0% of those years for an average +3.62% move and an annualized Sharpe of 4.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 10.08 | Long | 100.0% | +3.62% | 4.95 | 9 |
| 17.07 → 11.08 | Long | 100.0% | +3.50% | 4.56 | 9 |
| 17.07 → 12.08 | Long | 100.0% | +3.23% | 3.56 | 9 |
| 17.07 → 13.08 | Long | 100.0% | +3.05% | 3.30 | 10 |
| 17.07 → 14.08 | Long | 100.0% | +3.04% | 3.20 | 10 |
| 17.07 → 09.08 | Long | 100.0% | +2.49% | 6.66 | 10 |
| 11.07 → 10.08 | Long | 90.0% | +3.55% | 2.86 | 10 |
| 11.07 → 11.08 | Long | 90.0% | +3.43% | 2.74 | 10 |