United Kingdom
Over 2011 to 2026 (16 years of data), AGKGBGBX has tended to move short between 06.10 and 18.10, closing higher in 80.0% of those years for an average -1.51% move and an annualized Sharpe of -0.96.
Best window
06.10 - 18.10
Direction
Short
Win rate
80.0%
Avg return
-1.51%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 18.10 | Short | 80.0% | -1.51% | -0.96 | 10 |
| 08.10 → 18.10 | Short | 77.8% | -0.30% | -0.27 | 9 |
| 05.10 → 18.11 | Long | 70.0% |
| +6.20% |
| 0.72 |
| 10 |
| 05.10 → 20.11 | Long | 70.0% | +5.88% | 0.71 | 10 |
| 05.10 → 17.11 | Long | 70.0% | +5.61% | 0.67 | 10 |
| 05.10 → 19.11 | Long | 70.0% | +5.39% | 0.70 | 10 |
| 07.10 → 29.10 | Short | 70.0% | +3.58% | 1.63 | 10 |
| 06.10 → 29.10 | Short | 70.0% | +2.76% | 1.13 | 10 |