Over 2013 to 2025 (13 years of data), RMGGBGBX has tended to move long between 08.07 and 17.07, closing higher in 75.0% of those years for an average +2.33% move and an annualized Sharpe of 2.18.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 17.07 | Long | 75.0% | +2.33% | 2.18 | 12 |
| 09.07 → 17.07 | Long | 75.0% | +2.30% | 2.22 | 12 |
| 09.07 → 16.07 | Long | 75.0% | +1.91% | 2.62 | 12 |
| 10.07 → 14.07 | Long | 75.0% | +1.83% | 4.20 | 12 |
| 11.07 → 14.07 | Long | 75.0% | +1.53% | 4.60 | 12 |
| 13.07 → 31.08 | Short | 66.7% | +4.26% | 1.55 | 12 |
| 13.07 → 01.09 | Short | 66.7% | +4.16% | 1.77 | 12 |
| 12.07 → 31.08 | Short | 66.7% | +4.03% | 1.45 | 12 |