Over 2011 to 2025 (15 years of data), RIOGBGBX has tended to move short between 23.07 and 04.09, closing higher in 86.7% of those years for an average +5.08% move and an annualized Sharpe of 1.63.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 04.09 | Short | 86.7% | +5.08% | 1.63 | 15 |
| 22.07 → 04.09 | Short | 86.7% | +5.04% | 1.56 | 15 |
| 23.07 → 05.09 | Short | 86.7% | +4.88% | 1.56 | 15 |
| 23.07 → 03.09 | Short | 86.7% | +4.60% | 1.52 | 15 |
| 23.07 → 01.09 | Short | 86.7% | +4.47% | 1.67 | 15 |
| 22.07 → 01.09 | Short | 86.7% | +4.44% | 1.60 | 15 |
| 23.07 → 02.09 | Short | 86.7% | +4.26% | 1.55 | 15 |
| 22.07 → 02.09 | Short | 86.7% | +4.23% | 1.49 | 15 |