United Kingdom
Over 2011 to 2026 (16 years of data), BABGBGBX has tended to move short between 07.10 and 29.10, closing higher in 73.3% of those years for an average +2.92% move and an annualized Sharpe of 1.47.
Best window
07.10 - 29.10
Direction
Short
Win rate
73.3%
Avg return
+2.92%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 29.10 | Short | 73.3% | +2.92% | 1.47 | 15 |
| 12.10 → 06.11 | Short | 73.3% | +2.09% | 1.17 | 15 |
| 07.10 → 20.10 | Short | 73.3% |
| +1.91% |
| 1.97 |
| 15 |
| 07.10 → 13.10 | Short | 73.3% | +1.89% | 3.94 | 15 |
| 10.10 → 29.10 | Short | 73.3% | +1.82% | 0.84 | 15 |
| 07.10 → 19.10 | Short | 73.3% | +1.73% | 1.80 | 15 |
| 08.10 → 17.10 | Short | 73.3% | +1.52% | 1.85 | 15 |
| 08.10 → 13.10 | Short | 73.3% | +1.38% | 3.16 | 15 |