Over 2011 to 2025 (15 years of data), RBSGBGBX has tended to move long between 19.08 and 10.10, closing higher in 73.3% of those years for an average +3.71% move and an annualized Sharpe of 1.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.08 → 10.10 | Long | 73.3% | +3.71% | 1.07 | 15 |
| 22.08 → 10.10 | Long | 73.3% | +3.61% | 1.08 | 15 |
| 21.08 → 06.10 | Long | 73.3% | +3.38% | 1.20 | 15 |
| 17.08 → 03.09 | Short | 73.3% | +2.90% | 2.58 | 15 |
| 21.08 → 07.10 | Long | 73.3% | +2.74% | 0.99 | 15 |
| 16.08 → 06.09 | Short | 73.3% | +2.72% | 1.63 | 15 |
| 17.08 → 05.09 | Short | 73.3% | +2.62% | 2.06 | 15 |
| 20.08 → 08.10 | Long | 73.3% | +2.50% | 0.81 | 15 |