Over 2023 to 2025 (3 years of data), CSH2GBGBX has tended to move long between 09.07 and 07.09, closing higher in 100.0% of those years for an average +0.86% move and an annualized Sharpe of 37.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 07.09 | Long | 100.0% | +0.86% | 37.48 | 3 |
| 08.07 → 06.09 | Long | 100.0% | +0.84% | 28.45 | 3 |
| 07.07 → 05.09 | Long | 100.0% | +0.83% | 32.17 | 3 |
| 09.07 → 06.09 | Long | 100.0% | +0.83% | 27.60 | 3 |
| 10.07 → 07.09 | Long | 100.0% | +0.83% | 34.64 | 3 |
| 12.07 → 10.09 | Long | 100.0% | +0.83% | 46.63 | 3 |
| 13.07 → 11.09 | Long | 100.0% | +0.83% | 44.69 | 3 |
| 08.07 → 05.09 | Long | 100.0% | +0.82% | 46.44 | 3 |