Over 2011 to 2025 (15 years of data), CPGGBGBX has tended to move long between 10.07 and 21.07, closing higher in 80.0% of those years for an average +1.51% move and an annualized Sharpe of 2.49.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 21.07 | Long | 80.0% | +1.51% | 2.49 | 15 |
| 11.07 → 21.07 | Long | 80.0% | +1.34% | 2.86 | 15 |
| 11.07 → 20.07 | Long | 80.0% | +0.91% | 2.78 | 15 |
| 11.07 → 19.07 | Long | 80.0% | +0.75% | 1.50 | 15 |
| 09.07 → 19.07 | Long | 80.0% | +0.63% | 1.05 | 15 |
| 11.07 → 18.07 | Long | 80.0% | +0.62% | 1.36 | 15 |
| 10.07 → 22.07 | Long | 73.3% | +1.49% | 2.42 | 15 |
| 08.07 → 06.08 | Long | 73.3% | +1.40% | 0.80 | 15 |