Over 2022 to 2025 (4 years of data), RMVGBGBX has tended to move long between 11.07 and 31.07, closing higher in 100.0% of those years for an average +8.40% move and an annualized Sharpe of 8.61.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 31.07 | Long | 100.0% | +8.40% | 8.61 | 4 |
| 10.07 → 31.07 | Long | 100.0% | +8.24% | 8.51 | 4 |
| 07.07 → 31.07 | Long | 100.0% | +7.97% | 8.95 | 4 |
| 08.07 → 31.07 | Long | 100.0% | +7.93% | 9.77 | 4 |
| 09.07 → 31.07 | Long | 100.0% | +7.78% | 9.27 | 4 |
| 11.07 → 03.08 | Long | 100.0% | +7.70% | 6.36 | 4 |
| 10.07 → 03.08 | Long | 100.0% | +7.53% | 6.57 | 4 |
| 07.07 → 03.08 | Long | 100.0% | +7.26% | 6.81 | 4 |