United Kingdom
Over 2011 to 2026 (16 years of data), AHTGBGBX has tended to move long between 09.10 and 08.12, closing higher in 86.7% of those years for an average +11.50% move and an annualized Sharpe of 1.47.
Best window
09.10 - 08.12
Direction
Long
Win rate
86.7%
Avg return
+11.50%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 08.12 | Long | 86.7% | +11.50% | 1.47 | 15 |
| 10.10 → 09.12 | Long | 86.7% | +11.28% | 1.52 | 15 |
| 11.10 → 09.12 | Long | 86.7% |
| +11.21% |
| 1.74 |
| 15 |
| 05.10 → 01.12 | Long | 86.7% | +10.34% | 1.50 | 15 |
| 05.10 → 04.12 | Long | 86.7% | +9.86% | 1.45 | 15 |
| 05.10 → 02.12 | Long | 86.7% | +9.84% | 1.51 | 15 |
| 05.10 → 03.12 | Long | 86.7% | +9.80% | 1.47 | 15 |
| 10.10 → 07.12 | Long | 86.7% | +9.46% | 1.50 | 15 |