Over 2011 to 2025 (15 years of data), RDSBGBGBX has tended to move long between 27.07 and 31.07, closing higher in 80.0% of those years for an average +0.48% move and an annualized Sharpe of 1.00.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 31.07 | Long | 80.0% | +0.48% | 1.00 | 15 |
| 23.07 → 20.09 | Short | 73.3% | +3.14% | 0.78 | 15 |
| 23.07 → 21.09 | Short | 73.3% | +2.64% | 0.60 | 15 |
| 23.07 → 29.08 | Short | 73.3% | +2.24% | 0.78 | 15 |
| 28.07 → 31.07 | Long | 73.3% | +0.60% | 1.68 | 15 |
| 22.07 → 22.08 | Short | 66.7% | +3.71% | 1.48 | 15 |
| 22.07 → 12.09 | Short | 66.7% | +3.56% | 0.93 | 15 |
| 22.07 → 09.09 | Short | 66.7% | +3.54% | 1.02 | 15 |