Over 2011 to 2025 (15 years of data), RBGBGBX has tended to move long between 07.07 and 22.07, closing higher in 80.0% of those years for an average +0.95% move and an annualized Sharpe of 1.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 80.0% | +0.95% | 1.35 | 15 |
| 09.07 → 22.07 | Long | 80.0% | +0.85% | 1.38 | 15 |
| 09.07 → 21.07 | Long | 80.0% | +0.72% | 1.29 | 15 |
| 13.07 → 18.07 | Long | 80.0% | +0.66% | 4.48 | 15 |
| 12.07 → 18.07 | Long | 80.0% | +0.43% | 1.95 | 15 |
| 07.07 → 28.07 | Long | 73.3% | +1.78% | 0.95 | 15 |
| 08.07 → 27.07 | Long | 73.3% | +1.37% | 0.82 | 15 |
| 07.07 → 27.07 | Long | 73.3% | +1.31% | 0.73 | 15 |