United Kingdom
Over 2011 to 2026 (16 years of data), ADMGBGBX has tended to move short between 06.10 and 09.10, closing higher in 73.3% of those years for an average +0.60% move and an annualized Sharpe of 2.64.
Best window
06.10 - 09.10
Direction
Short
Win rate
73.3%
Avg return
+0.60%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 09.10 | Short | 73.3% | +0.60% | 2.64 | 15 |
| 09.10 → 15.10 | Long | 73.3% | +0.49% | 1.23 | 15 |
| 08.10 → 15.10 | Long | 73.3% |
| +0.44% |
| 0.91 |
| 15 |
| 07.10 → 08.11 | Short | 66.7% | +1.50% | 0.73 | 15 |
| 11.10 → 22.10 | Long | 66.7% | +0.92% | 1.47 | 15 |
| 09.10 → 17.10 | Long | 66.7% | +0.61% | 1.03 | 15 |
| 09.10 → 18.10 | Long | 66.7% | +0.59% | 0.96 | 15 |
| 09.10 → 14.10 | Long | 66.7% | +0.56% | 1.98 | 15 |