Over 2011 to 2025 (15 years of data), CRHGBGBX has tended to move long between 11.07 and 14.07, closing higher in 86.7% of those years for an average +1.11% move and an annualized Sharpe of 6.79.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 14.07 | Long | 86.7% | +1.11% | 6.79 | 15 |
| 07.07 → 12.08 | Long | 73.3% | +5.35% | 1.36 | 15 |
| 08.07 → 12.08 | Long | 73.3% | +5.13% | 1.50 | 15 |
| 08.07 → 13.08 | Long | 73.3% | +4.92% | 1.44 | 15 |
| 07.07 → 11.08 | Long | 73.3% | +4.63% | 1.20 | 15 |
| 10.07 → 12.08 | Long | 73.3% | +4.62% | 1.51 | 15 |
| 09.07 → 12.08 | Long | 73.3% | +4.54% | 1.40 | 15 |
| 11.07 → 12.08 | Long | 73.3% | +4.53% | 1.62 | 15 |