Over 2011 to 2025 (15 years of data), RSAGBGBX has tended to move long between 11.07 and 29.07, closing higher in 70.0% of those years for an average +2.72% move and an annualized Sharpe of 1.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 29.07 | Long | 70.0% | +2.72% | 1.27 | 10 |
| 11.07 → 16.07 | Long | 70.0% | +0.80% | 2.53 | 10 |
| 15.07 → 20.07 | Long | 70.0% | +0.43% | 1.62 | 10 |
| 17.07 → 23.07 | Short | 70.0% | +0.29% | 1.07 | 10 |
| 16.07 → 20.07 | Long | 70.0% | +0.20% | 0.89 | 10 |
| 17.07 → 24.07 | Short | 70.0% | +0.11% | 0.27 | 10 |
| 17.07 → 02.09 | Long | 70.0% | -0.15% | -0.04 | 10 |
| 14.07 → 17.07 | Short | 70.0% | -0.19% | -0.72 | 10 |