Over 2013 to 2025 (13 years of data), RMGGBGBX has tended to move short between 21.08 and 02.09, closing higher in 90.9% of those years for an average +1.50% move and an annualized Sharpe of 1.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 02.09 | Short | 90.9% | +1.50% | 1.57 | 11 |
| 16.08 → 08.10 | Short | 81.8% | +6.95% | 1.33 | 11 |
| 16.08 → 04.10 | Short | 81.8% | +6.89% | 1.45 | 11 |
| 16.08 → 07.10 | Short | 81.8% | +6.77% | 1.21 | 11 |
| 16.08 → 03.10 | Short | 81.8% | +6.66% | 1.34 | 11 |
| 16.08 → 09.10 | Short | 81.8% | +6.08% | 1.13 | 11 |
| 20.08 → 08.10 | Short | 81.8% | +5.91% | 1.07 | 11 |
| 20.08 → 04.10 | Short | 81.8% | +5.89% | 1.19 | 11 |