United Kingdom
Over 2011 to 2026 (16 years of data), AZNGBGBX has tended to move short between 11.10 and 20.10, closing higher in 73.3% of those years for an average +1.02% move and an annualized Sharpe of 1.97.
Best window
11.10 - 20.10
Direction
Short
Win rate
73.3%
Avg return
+1.02%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 20.10 | Short | 73.3% | +1.02% | 1.97 | 15 |
| 11.10 → 15.10 | Short | 73.3% | +0.60% | 3.66 | 15 |
| 06.10 → 25.10 | Short | 73.3% |
| +0.56% |
| 0.73 |
| 15 |
| 05.10 → 25.10 | Short | 73.3% | +0.55% | 0.63 | 15 |
| 05.10 → 06.11 | Long | 73.3% | -0.26% | -0.12 | 15 |
| 08.10 → 21.10 | Short | 66.7% | +1.57% | 2.44 | 15 |
| 09.10 → 21.10 | Short | 66.7% | +1.30% | 1.90 | 15 |
| 11.10 → 21.10 | Short | 66.7% | +1.21% | 1.76 | 15 |