Over 2011 to 2025 (15 years of data), RDSBGBGBX has tended to move long between 23.08 and 29.08, closing higher in 80.0% of those years for an average +1.14% move and an annualized Sharpe of 4.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 29.08 | Long | 80.0% | +1.14% | 4.81 | 15 |
| 23.08 → 28.08 | Long | 73.3% | +1.24% | 5.22 | 15 |
| 23.08 → 30.08 | Long | 73.3% | +1.15% | 4.00 | 15 |
| 23.08 → 27.08 | Long | 73.3% | +0.87% | 4.13 | 15 |
| 25.08 → 28.08 | Long | 73.3% | +0.76% | 3.58 | 15 |
| 24.08 → 28.08 | Long | 73.3% | +0.75% | 5.00 | 15 |
| 24.08 → 30.08 | Long | 73.3% | +0.67% | 3.02 | 15 |
| 28.08 → 01.09 | Short | 73.3% | +0.67% | 2.09 | 15 |