Over 2011 to 2025 (15 years of data), RELGBGBX has tended to move long between 18.08 and 02.09, closing higher in 80.0% of those years for an average +0.58% move and an annualized Sharpe of 0.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 02.09 | Long | 80.0% | +0.58% | 0.75 | 15 |
| 15.08 → 30.09 | Long | 73.3% | +0.65% | 0.46 | 15 |
| 17.08 → 02.09 | Long | 73.3% | +0.62% | 0.82 | 15 |
| 14.08 → 01.10 | Long | 73.3% | +0.61% | 0.39 | 15 |
| 12.08 → 21.08 | Long | 73.3% | +0.60% | 1.53 | 15 |
| 15.08 → 07.09 | Long | 73.3% | +0.56% | 0.72 | 15 |
| 12.08 → 16.08 | Long | 73.3% | +0.55% | 2.54 | 15 |
| 18.08 → 03.09 | Long | 73.3% | +0.44% | 0.60 | 15 |