Over 2011 to 2025 (15 years of data), CPIGBGBX has tended to move long between 18.08 and 08.09, closing higher in 73.3% of those years for an average +1.98% move and an annualized Sharpe of 1.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 08.09 | Long | 73.3% | +1.98% | 1.03 | 15 |
| 19.08 → 23.08 | Long | 73.3% | +1.95% | 3.44 | 15 |
| 18.08 → 09.09 | Long | 73.3% | +1.70% | 0.93 | 15 |
| 19.08 → 09.09 | Long | 73.3% | +1.63% | 0.98 | 15 |
| 18.08 → 21.08 | Long | 73.3% | +1.56% | 4.55 | 15 |
| 17.08 → 21.08 | Long | 73.3% | +0.01% | 0.02 | 15 |
| 17.08 → 20.08 | Long | 71.4% | -0.16% | -0.33 | 14 |
| 19.08 → 27.09 | Long | 66.7% | +4.07% | 0.81 | 15 |