Over 2021 to 2025 (5 years of data), CYSEGBGBX has tended to move long between 13.07 and 29.08, closing higher in 100.0% of those years for an average +5.81% move and an annualized Sharpe of 2.84.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 29.08 | Long | 100.0% | +5.81% | 2.84 | 5 |
| 13.07 → 27.08 | Long | 100.0% | +5.47% | 2.42 | 5 |
| 12.07 → 29.08 | Long | 100.0% | +5.31% | 3.15 | 5 |
| 12.07 → 27.08 | Long | 100.0% | +4.97% | 2.69 | 5 |
| 11.07 → 28.08 | Long | 100.0% | +4.63% | 2.88 | 5 |
| 11.07 → 29.08 | Long | 100.0% | +4.48% | 3.18 | 5 |
| 11.07 → 27.08 | Long | 100.0% | +4.13% | 2.72 | 5 |
| 13.07 → 31.07 | Long | 100.0% | +2.82% | 3.53 | 5 |