United Kingdom
Over 2011 to 2026 (16 years of data), AVGBGBX has tended to move long between 06.10 and 10.11, closing higher in 86.7% of those years for an average +2.63% move and an annualized Sharpe of 1.32.
Best window
06.10 - 10.11
Direction
Long
Win rate
86.7%
Avg return
+2.63%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 10.11 | Long | 86.7% | +2.63% | 1.32 | 15 |
| 10.10 → 07.12 | Long | 80.0% | +3.19% | 0.89 | 15 |
| 06.10 → 12.11 | Long | 80.0% |
| +2.84% |
| 1.34 |
| 15 |
| 06.10 → 14.11 | Long | 80.0% | +2.72% | 1.29 | 15 |
| 06.10 → 15.11 | Long | 80.0% | +2.65% | 1.10 | 15 |
| 07.10 → 06.12 | Long | 80.0% | +2.30% | 0.62 | 15 |
| 06.10 → 08.11 | Long | 80.0% | +2.18% | 1.11 | 15 |
| 06.10 → 16.11 | Long | 80.0% | +2.15% | 0.98 | 15 |