Over 2020 to 2025 (6 years of data), XS6RGBGBX has tended to move long between 10.07 and 28.08, closing higher in 100.0% of those years for an average +2.61% move and an annualized Sharpe of 3.05.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 28.08 | Long | 100.0% | +2.61% | 3.05 | 6 |
| 07.07 → 21.07 | Long | 100.0% | +2.34% | 5.16 | 6 |
| 10.07 → 28.07 | Long | 100.0% | +2.25% | 4.87 | 6 |
| 10.07 → 09.08 | Long | 100.0% | +2.21% | 4.79 | 6 |
| 10.07 → 27.07 | Long | 100.0% | +2.11% | 4.69 | 6 |
| 07.07 → 09.08 | Long | 100.0% | +2.07% | 3.06 | 6 |
| 07.07 → 20.07 | Long | 100.0% | +2.06% | 4.91 | 6 |
| 08.07 → 24.07 | Long | 100.0% | +2.04% | 5.16 | 6 |