Over 2011 to 2025 (15 years of data), CPIGBGBX has tended to move long between 11.07 and 14.07, closing higher in 86.7% of those years for an average +1.94% move and an annualized Sharpe of 4.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 14.07 | Long | 86.7% | +1.94% | 4.82 | 15 |
| 08.07 → 21.07 | Long | 80.0% | +4.76% | 2.08 | 15 |
| 09.07 → 21.07 | Long | 80.0% | +4.59% | 2.30 | 15 |
| 07.07 → 27.07 | Long | 80.0% | +3.94% | 1.37 | 15 |
| 11.07 → 21.07 | Long | 80.0% | +3.90% | 3.15 | 15 |
| 07.07 → 28.07 | Long | 80.0% | +3.55% | 1.19 | 15 |
| 10.07 → 21.07 | Long | 80.0% | +3.41% | 3.08 | 15 |
| 11.07 → 19.07 | Long | 80.0% | +3.36% | 2.61 | 15 |