Over 2011 to 2025 (15 years of data), RDSBGBGBX has tended to move short between 11.07 and 08.09, closing higher in 73.3% of those years for an average +3.67% move and an annualized Sharpe of 0.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 08.09 | Short | 73.3% | +3.67% | 0.96 | 15 |
| 12.07 → 04.09 | Short | 73.3% | +3.65% | 0.97 | 15 |
| 12.07 → 08.09 | Short | 73.3% | +3.65% | 0.96 | 15 |
| 12.07 → 10.09 | Short | 73.3% | +3.47% | 0.91 | 15 |
| 11.07 → 19.08 | Short | 73.3% | +3.06% | 1.20 | 15 |
| 11.07 → 15.08 | Short | 73.3% | +2.52% | 1.26 | 15 |
| 12.07 → 15.08 | Short | 73.3% | +2.51% | 1.28 | 15 |
| 13.07 → 15.08 | Short | 73.3% | +2.45% | 1.25 | 15 |