United Kingdom
Over 2011 to 2026 (16 years of data), ANTOGBGBX has tended to move long between 05.10 and 06.11, closing higher in 86.7% of those years for an average +4.21% move and an annualized Sharpe of 1.24.
Best window
05.10 - 06.11
Direction
Long
Win rate
86.7%
Avg return
+4.21%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 06.11 | Long | 86.7% | +4.21% | 1.24 | 15 |
| 05.10 → 03.11 | Long | 86.7% | +3.40% | 1.20 | 15 |
| 05.10 → 02.11 | Long | 86.7% |
| +3.08% |
| 1.17 |
| 15 |
| 05.10 → 05.11 | Long | 80.0% | +4.21% | 1.29 | 15 |
| 05.10 → 04.11 | Long | 80.0% | +3.59% | 1.13 | 15 |
| 05.10 → 02.12 | Long | 73.3% | +8.05% | 1.20 | 15 |
| 11.10 → 07.12 | Long | 73.3% | +6.37% | 0.85 | 15 |
| 05.10 → 29.10 | Long | 73.3% | +3.49% | 1.27 | 15 |