United Kingdom
Over 2022 to 2025 (4 years of data), RMVGBGBX has tended to move short between 15.09 and 08.11, closing higher in 100.0% of those years for an average +16.52% move and an annualized Sharpe of 9.52.
Best window
15.09 - 08.11
Direction
Short
Win rate
100.0%
Avg return
+16.52%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 08.11 | Short | 100.0% | +16.52% | 9.52 | 4 |
| 15.09 → 07.11 | Short | 100.0% | +16.31% | 10.07 | 4 |
| 19.09 → 08.11 | Short |
| 100.0% |
| +16.29% |
| 9.92 |
| 4 |
| 17.09 → 08.11 | Short | 100.0% | +16.28% | 10.20 | 4 |
| 16.09 → 08.11 | Short | 100.0% | +16.15% | 9.28 | 4 |
| 20.09 → 08.11 | Short | 100.0% | +16.12% | 10.30 | 4 |
| 19.09 → 07.11 | Short | 100.0% | +16.10% | 13.06 | 4 |
| 17.09 → 07.11 | Short | 100.0% | +16.07% | 11.97 | 4 |