Over 2011 to 2025 (15 years of data), RSAGBGBX has tended to move long between 11.07 and 20.07, closing higher in 53.3% of those years for an average +1.05% move and an annualized Sharpe of 2.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 20.07 | Long | 53.3% | +1.05% | 2.42 | 15 |
| 11.07 → 19.07 | Long | 53.3% | +0.87% | 2.70 | 15 |
| 09.07 → 14.07 | Long | 53.3% | +0.53% | 1.92 | 15 |
| 10.07 → 29.07 | Long | 46.7% | +2.15% | 1.11 | 15 |
| 10.07 → 28.07 | Long | 46.7% | +2.14% | 1.13 | 15 |
| 09.07 → 28.07 | Long | 46.7% | +2.03% | 0.96 | 15 |
| 11.07 → 28.07 | Long | 46.7% | +2.01% | 1.14 | 15 |
| 11.07 → 21.07 | Long | 46.7% | +1.20% | 2.20 | 15 |