Over 2011 to 2025 (15 years of data), RELGBGBX has tended to move long between 11.07 and 29.07, closing higher in 80.0% of those years for an average +2.71% move and an annualized Sharpe of 2.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 29.07 | Long | 80.0% | +2.71% | 2.59 | 15 |
| 08.07 → 29.07 | Long | 80.0% | +2.70% | 2.16 | 15 |
| 09.07 → 29.07 | Long | 80.0% | +2.70% | 2.25 | 15 |
| 10.07 → 29.07 | Long | 80.0% | +2.69% | 2.45 | 15 |
| 11.07 → 28.07 | Long | 80.0% | +2.59% | 2.60 | 15 |
| 09.07 → 28.07 | Long | 80.0% | +2.58% | 2.26 | 15 |
| 08.07 → 28.07 | Long | 80.0% | +2.57% | 2.19 | 15 |
| 10.07 → 28.07 | Long | 80.0% | +2.57% | 2.44 | 15 |