Over 2011 to 2025 (15 years of data), RIOGBGBX has tended to move short between 13.07 and 05.09, closing higher in 80.0% of those years for an average +5.52% move and an annualized Sharpe of 1.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 05.09 | Short | 80.0% | +5.52% | 1.40 | 15 |
| 13.07 → 04.09 | Short | 80.0% | +5.49% | 1.39 | 15 |
| 13.07 → 06.09 | Short | 80.0% | +5.35% | 1.39 | 15 |
| 13.07 → 31.08 | Short | 73.3% | +5.42% | 1.71 | 15 |
| 13.07 → 03.09 | Short | 73.3% | +5.17% | 1.42 | 15 |
| 12.07 → 05.09 | Short | 73.3% | +5.07% | 1.27 | 15 |
| 13.07 → 01.09 | Short | 73.3% | +5.00% | 1.44 | 15 |
| 12.07 → 06.09 | Short | 73.3% | +4.91% | 1.27 | 15 |