Over 2011 to 2025 (15 years of data), CNAGBGBX has tended to move long between 11.07 and 14.07, closing higher in 80.0% of those years for an average +1.09% move and an annualized Sharpe of 5.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 14.07 | Long | 80.0% | +1.09% | 5.06 | 15 |
| 13.07 → 19.07 | Long | 80.0% | +0.80% | 2.19 | 15 |
| 10.07 → 21.07 | Long | 73.3% | +2.12% | 2.32 | 15 |
| 10.07 → 20.07 | Long | 73.3% | +1.93% | 2.72 | 15 |
| 10.07 → 19.07 | Long | 73.3% | +1.90% | 2.38 | 15 |
| 10.07 → 22.07 | Long | 73.3% | +1.79% | 1.87 | 15 |
| 11.07 → 21.07 | Long | 73.3% | +1.63% | 2.37 | 15 |
| 11.07 → 20.07 | Long | 73.3% | +1.45% | 2.80 | 15 |