Over 2020 to 2025 (6 years of data), XS6RGBGBX has tended to move short between 28.07 and 24.09, closing higher in 83.3% of those years for an average +1.50% move and an annualized Sharpe of 0.68.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 24.09 | Short | 83.3% | +1.50% | 0.68 | 6 |
| 28.07 → 25.09 | Short | 83.3% | +1.44% | 0.65 | 6 |
| 27.07 → 24.09 | Short | 83.3% | +1.43% | 0.64 | 6 |
| 27.07 → 25.09 | Short | 83.3% | +1.38% | 0.61 | 6 |
| 28.07 → 26.09 | Short | 83.3% | +1.38% | 0.62 | 6 |
| 26.07 → 24.09 | Short | 83.3% | +1.35% | 0.61 | 6 |
| 28.07 → 23.09 | Short | 83.3% | +0.96% | 0.46 | 6 |
| 27.07 → 23.09 | Short | 83.3% | +0.89% | 0.42 | 6 |