ETFs
Over 2023 to 2025 (3 years of data), CSH2GBGBX has tended to move long between 08.10 and 07.12, closing higher in 100.0% of those years for an average +0.86% move and an annualized Sharpe of 19.64.
Best window
08.10 - 07.12
Direction
Long
Win rate
100.0%
Avg return
+0.86%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 07.12 | Long | 100.0% | +0.86% | 19.64 | 3 |
| 08.10 → 06.12 | Long | 100.0% | +0.85% | 20.01 | 3 |
| 10.10 → 09.12 | Long | 100.0% |
| +0.85% |
| 23.79 |
| 3 |
| 13.10 → 12.12 | Long | 100.0% | +0.84% | 25.83 | 3 |
| 07.10 → 06.12 | Long | 100.0% | +0.83% | 24.85 | 3 |
| 10.10 → 08.12 | Long | 100.0% | +0.83% | 21.74 | 3 |
| 08.10 → 04.12 | Long | 100.0% | +0.82% | 25.53 | 3 |
| 08.10 → 05.12 | Long | 100.0% | +0.82% | 24.06 | 3 |