United Kingdom
Over 2011 to 2026 (16 years of data), AALGBGBX has tended to move long between 06.10 and 07.11, closing higher in 86.7% of those years for an average +3.87% move and an annualized Sharpe of 1.91.
Best window
06.10 - 07.11
Direction
Long
Win rate
86.7%
Avg return
+3.87%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 07.11 | Long | 86.7% | +3.87% | 1.91 | 15 |
| 06.10 → 16.10 | Long | 86.7% | +3.17% | 2.67 | 15 |
| 06.10 → 12.10 | Long | 80.0% |
| +3.67% |
| 3.69 |
| 15 |
| 06.10 → 06.11 | Long | 80.0% | +3.67% | 2.02 | 15 |
| 06.10 → 04.11 | Long | 80.0% | +3.40% | 2.38 | 15 |
| 06.10 → 15.10 | Long | 80.0% | +3.32% | 2.67 | 15 |
| 06.10 → 17.10 | Long | 80.0% | +2.69% | 2.88 | 15 |
| 09.10 → 08.11 | Long | 80.0% | +2.36% | 0.78 | 15 |