Over 2011 to 2025 (15 years of data), CRHGBGBX has tended to move long between 11.07 and 13.08, closing higher in 73.3% of those years for an average +4.17% move and an annualized Sharpe of 1.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 13.08 | Long | 73.3% | +4.17% | 1.41 | 15 |
| 12.07 → 13.08 | Long | 73.3% | +3.89% | 1.43 | 15 |
| 14.07 → 13.08 | Long | 73.3% | +3.69% | 1.37 | 15 |
| 11.07 → 12.08 | Long | 73.3% | +3.59% | 1.23 | 15 |
| 13.07 → 13.08 | Long | 73.3% | +3.45% | 1.24 | 15 |
| 15.07 → 13.08 | Long | 73.3% | +3.37% | 1.28 | 15 |
| 12.07 → 12.08 | Long | 73.3% | +3.31% | 1.24 | 15 |
| 16.07 → 13.08 | Long | 73.3% | +3.14% | 1.33 | 15 |