Over 2022 to 2025 (4 years of data), RTOGBGBX has tended to move short between 13.08 and 28.09, closing higher in 100.0% of those years for an average +9.62% move and an annualized Sharpe of 2.61.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.08 → 28.09 | Short | 100.0% | +9.62% | 2.61 | 4 |
| 13.08 → 23.09 | Short | 100.0% | +9.57% | 2.83 | 4 |
| 12.08 → 28.09 | Short | 100.0% | +9.43% | 2.71 | 4 |
| 14.08 → 28.09 | Short | 100.0% | +9.43% | 2.60 | 4 |
| 15.08 → 28.09 | Short | 100.0% | +9.40% | 2.52 | 4 |
| 12.08 → 23.09 | Short | 100.0% | +9.39% | 2.94 | 4 |
| 14.08 → 23.09 | Short | 100.0% | +9.39% | 2.83 | 4 |
| 13.08 → 24.09 | Short | 100.0% | +9.38% | 2.75 | 4 |