Over 2022 to 2025 (4 years of data), RTOGBGBX has tended to move long between 09.07 and 30.07, closing higher in 100.0% of those years for an average +7.44% move and an annualized Sharpe of 5.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 30.07 | Long | 100.0% | +7.44% | 5.91 | 4 |
| 09.07 → 09.08 | Long | 100.0% | +7.15% | 4.08 | 4 |
| 09.07 → 23.07 | Long | 100.0% | +6.68% | 8.04 | 4 |
| 13.07 → 30.07 | Long | 100.0% | +6.49% | 6.03 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +6.43% | 12.06 | 4 |
| 09.07 → 07.08 | Long | 100.0% | +6.39% | 3.70 | 4 |
| 09.07 → 10.08 | Long | 100.0% | +5.96% | 3.76 | 4 |
| 09.07 → 31.07 | Long | 100.0% | +5.93% | 7.96 | 4 |