Over 2022 to 2025 (4 years of data), RMVGBGBX has tended to move short between 24.08 and 28.08, closing higher in 100.0% of those years for an average +1.47% move and an annualized Sharpe of 14.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 28.08 | Short | 100.0% | +1.47% | 14.03 | 4 |
| 24.08 → 27.08 | Short | 100.0% | +1.05% | 17.73 | 4 |
| 26.08 → 21.10 | Short | 75.0% | +8.93% | 1.39 | 4 |
| 25.08 → 21.10 | Short | 75.0% | +8.92% | 1.36 | 4 |
| 24.08 → 21.10 | Short | 75.0% | +8.72% | 1.36 | 4 |
| 22.08 → 21.10 | Short | 75.0% | +8.66% | 1.15 | 4 |
| 26.08 → 20.10 | Short | 75.0% | +8.61% | 1.42 | 4 |
| 25.08 → 20.10 | Short | 75.0% | +8.60% | 1.40 | 4 |