Over 2023 to 2025 (3 years of data), CSH2GBGBX has tended to move long between 12.09 and 11.11, closing higher in 100.0% of those years for an average +0.86% move and an annualized Sharpe of 18.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.09 → 11.11 | Long | 100.0% | +0.86% | 18.12 | 3 |
| 10.09 → 09.11 | Long | 100.0% | +0.85% | 26.86 | 3 |
| 11.09 → 10.11 | Long | 100.0% | +0.85% | 23.85 | 3 |
| 12.09 → 10.11 | Long | 100.0% | +0.85% | 16.91 | 3 |
| 14.09 → 13.11 | Long | 100.0% | +0.85% | 26.81 | 3 |
| 11.09 → 09.11 | Long | 100.0% | +0.84% | 26.67 | 3 |
| 12.09 → 09.11 | Long | 100.0% | +0.84% | 17.43 | 3 |
| 08.09 → 07.11 | Long | 100.0% | +0.83% | 32.42 | 3 |