United Kingdom
Over 2011 to 2025 (15 years of data), CRHGBGBX has tended to move long between 10.10 and 04.12, closing higher in 86.7% of those years for an average +638.85% move and an annualized Sharpe of 0.58.
Best window
10.10 - 04.12
Direction
Long
Win rate
86.7%
Avg return
+638.85%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 04.12 | Long | 86.7% | +638.85% | 0.58 | 15 |
| 10.10 → 06.12 | Long | 86.7% | +626.29% | 0.57 | 15 |
| 10.10 → 07.12 | Long | 86.7% |
| +618.56% |
| 0.56 |
| 15 |
| 11.10 → 02.12 | Long | 86.7% | +616.93% | 0.59 | 15 |
| 10.10 → 08.12 | Long | 86.7% | +595.51% | 0.56 | 15 |
| 11.10 → 26.11 | Long | 86.7% | +572.90% | 0.63 | 15 |
| 11.10 → 27.11 | Long | 86.7% | +572.76% | 0.63 | 15 |
| 11.10 → 25.11 | Long | 86.7% | +534.75% | 0.64 | 15 |