Over 2021 to 2025 (5 years of data), CYSEGBGBX has tended to move long between 14.07 and 29.08, closing higher in 100.0% of those years for an average +6.14% move and an annualized Sharpe of 2.79.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.07 → 29.08 | Long | 100.0% | +6.14% | 2.79 | 5 |
| 13.07 → 29.08 | Long | 100.0% | +5.55% | 2.94 | 5 |
| 12.07 → 28.08 | Long | 100.0% | +4.96% | 3.32 | 4 |
| 12.07 → 29.08 | Long | 100.0% | +4.88% | 3.28 | 5 |
| 14.07 → 31.07 | Long | 100.0% | +3.25% | 5.08 | 5 |
| 15.07 → 31.07 | Long | 100.0% | +3.09% | 6.63 | 5 |
| 14.07 → 09.09 | Long | 80.0% | +6.24% | 1.69 | 5 |
| 15.07 → 09.09 | Long | 80.0% | +6.09% | 1.67 | 5 |