Over 2011 to 2025 (15 years of data), RRGBGBX has tended to move short between 09.07 and 22.07, closing higher in 80.0% of those years for an average +0.38% move and an annualized Sharpe of 0.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 22.07 | Short | 80.0% | +0.38% | 0.53 | 15 |
| 09.07 → 23.07 | Short | 73.3% | +0.68% | 0.82 | 15 |
| 08.07 → 11.07 | Short | 73.3% | +0.63% | 3.14 | 15 |
| 10.07 → 13.07 | Long | 73.3% | +0.25% | 0.83 | 15 |
| 13.07 → 09.09 | Short | 73.3% | -1.13% | -0.15 | 15 |
| 11.07 → 09.09 | Short | 73.3% | -1.14% | -0.15 | 15 |
| 13.07 → 10.09 | Short | 73.3% | -1.51% | -0.19 | 15 |
| 13.07 → 11.09 | Short | 73.3% | -1.69% | -0.22 | 15 |