United Kingdom
Over 2011 to 2025 (15 years of data), CPGGBGBX has tended to move long between 11.10 and 25.11, closing higher in 80.0% of those years for an average +3.92% move and an annualized Sharpe of 1.46.
Best window
11.10 - 25.11
Direction
Long
Win rate
80.0%
Avg return
+3.92%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 25.11 | Long | 80.0% | +3.92% | 1.46 | 15 |
| 06.10 → 25.11 | Long | 80.0% | +3.80% | 1.22 | 15 |
| 05.10 → 25.11 | Long | 80.0% |
| +3.74% |
| 1.18 |
| 15 |
| 09.10 → 25.11 | Long | 80.0% | +3.61% | 1.30 | 15 |
| 07.10 → 25.11 | Long | 80.0% | +3.54% | 1.27 | 15 |
| 10.10 → 25.11 | Long | 80.0% | +3.46% | 1.33 | 15 |
| 08.10 → 25.11 | Long | 80.0% | +3.45% | 1.29 | 15 |
| 11.10 → 24.11 | Long | 80.0% | +3.26% | 1.27 | 15 |