Over 2011 to 2025 (15 years of data), CRDAGBGBX has tended to move short between 16.08 and 11.10, closing higher in 66.7% of those years for an average +2.99% move and an annualized Sharpe of 0.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 11.10 | Short | 66.7% | +2.99% | 0.81 | 15 |
| 18.08 → 16.10 | Short | 66.7% | +2.47% | 0.63 | 15 |
| 17.08 → 16.10 | Short | 66.7% | +2.44% | 0.58 | 15 |
| 19.08 → 16.10 | Short | 66.7% | +2.01% | 0.51 | 15 |
| 16.08 → 05.09 | Short | 66.7% | +1.64% | 1.47 | 15 |
| 20.08 → 16.10 | Short | 66.7% | +1.63% | 0.40 | 15 |
| 20.08 → 19.10 | Short | 66.7% | +1.44% | 0.34 | 15 |
| 21.08 → 19.10 | Short | 66.7% | +1.37% | 0.34 | 15 |