United Kingdom
Over 2011 to 2026 (16 years of data), ABFGBGBX has tended to move long between 08.10 and 03.11, closing higher in 93.3% of those years for an average +3.90% move and an annualized Sharpe of 2.07.
Best window
08.10 - 03.11
Direction
Long
Win rate
93.3%
Avg return
+3.90%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 03.11 | Long | 93.3% | +3.90% | 2.07 | 15 |
| 10.10 → 04.12 | Long | 86.7% | +11.21% | 2.01 | 15 |
| 10.10 → 05.12 | Long | 86.7% |
| +11.11% |
| 1.94 |
| 15 |
| 10.10 → 06.12 | Long | 86.7% | +11.05% | 1.88 | 15 |
| 09.10 → 04.12 | Long | 86.7% | +10.90% | 1.99 | 15 |
| 09.10 → 05.12 | Long | 86.7% | +10.79% | 1.92 | 15 |
| 08.10 → 04.12 | Long | 86.7% | +10.75% | 2.00 | 15 |
| 09.10 → 06.12 | Long | 86.7% | +10.74% | 1.87 | 15 |