United Kingdom
Over 2011 to 2025 (15 years of data), ABFGBGBX has tended to move long between 15.09 and 11.11, closing higher in 86.7% of those years for an average +9.33% move and an annualized Sharpe of 2.48.
Best window
15.09 - 11.11
Direction
Long
Win rate
86.7%
Avg return
+9.33%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 11.11 | Long | 86.7% | +9.33% | 2.48 | 15 |
| 16.09 → 11.11 | Long | 86.7% | +9.14% | 2.45 | 15 |
| 15.09 → 10.11 | Long | 86.7% |
| +9.04% |
| 2.41 |
| 15 |
| 19.09 → 11.11 | Long | 86.7% | +8.86% | 2.44 | 15 |
| 16.09 → 10.11 | Long | 86.7% | +8.85% | 2.36 | 15 |
| 20.09 → 11.11 | Long | 86.7% | +8.81% | 2.54 | 15 |
| 15.09 → 12.11 | Long | 86.7% | +8.78% | 2.19 | 15 |
| 15.09 → 14.11 | Long | 86.7% | +8.68% | 2.12 | 15 |