Over 2011 to 2025 (15 years of data), RBSGBGBX has tended to move long between 11.07 and 28.07, closing higher in 86.7% of those years for an average +4.42% move and an annualized Sharpe of 3.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 28.07 | Long | 86.7% | +4.42% | 3.01 | 15 |
| 07.07 → 28.07 | Long | 80.0% | +5.81% | 2.34 | 15 |
| 07.07 → 27.07 | Long | 80.0% | +5.17% | 2.09 | 15 |
| 07.07 → 26.07 | Long | 80.0% | +4.92% | 2.17 | 15 |
| 10.07 → 28.07 | Long | 80.0% | +4.70% | 3.05 | 15 |
| 08.07 → 22.07 | Long | 80.0% | +3.58% | 2.57 | 15 |
| 07.07 → 03.08 | Long | 80.0% | +3.57% | 0.98 | 15 |
| 07.07 → 08.08 | Long | 80.0% | +3.37% | 0.74 | 15 |