Over 2011 to 2025 (15 years of data), CRDAGBGBX has tended to move long between 11.07 and 20.07, closing higher in 86.7% of those years for an average +1.40% move and an annualized Sharpe of 3.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 20.07 | Long | 86.7% | +1.40% | 3.27 | 15 |
| 11.07 → 18.07 | Long | 86.7% | +1.31% | 4.04 | 15 |
| 13.07 → 18.07 | Long | 86.7% | +0.72% | 3.10 | 15 |
| 11.07 → 14.07 | Long | 86.7% | +0.70% | 8.75 | 15 |
| 11.07 → 22.07 | Long | 80.0% | +1.37% | 1.88 | 15 |
| 10.07 → 20.07 | Long | 80.0% | +1.28% | 2.17 | 15 |
| 11.07 → 19.07 | Long | 80.0% | +0.95% | 2.91 | 15 |
| 11.07 → 15.07 | Long | 80.0% | +0.65% | 3.43 | 15 |