Over 2011 to 2025 (15 years of data), CCLGBGBX has tended to move long between 13.07 and 22.07, closing higher in 80.0% of those years for an average +0.70% move and an annualized Sharpe of 1.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 22.07 | Long | 80.0% | +0.70% | 1.69 | 15 |
| 13.07 → 07.08 | Long | 80.0% | -0.99% | -0.36 | 15 |
| 13.07 → 06.08 | Long | 80.0% | -1.24% | -0.54 | 15 |
| 11.07 → 19.07 | Long | 73.3% | +1.25% | 1.00 | 15 |
| 10.07 → 19.07 | Long | 73.3% | +0.95% | 0.75 | 15 |
| 10.07 → 22.07 | Long | 73.3% | +0.73% | 0.82 | 15 |
| 11.07 → 11.08 | Long | 73.3% | +0.65% | 0.19 | 15 |
| 10.07 → 23.07 | Long | 73.3% | +0.54% | 0.60 | 15 |