United Kingdom
Over 2011 to 2026 (16 years of data), BAGBGBX has tended to move short between 05.10 and 28.10, closing higher in 80.0% of those years for an average +1.90% move and an annualized Sharpe of 0.82.
Best window
05.10 - 28.10
Direction
Short
Win rate
80.0%
Avg return
+1.90%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 28.10 | Short | 80.0% | +1.90% | 0.82 | 15 |
| 11.10 → 23.10 | Short | 80.0% | +1.75% | 1.95 | 15 |
| 05.10 → 27.10 | Short | 78.6% |
| +2.08% |
| 0.94 |
| 14 |
| 11.10 → 02.11 | Short | 73.3% | +2.50% | 1.50 | 15 |
| 09.10 → 04.11 | Short | 73.3% | +2.39% | 1.28 | 15 |
| 11.10 → 27.10 | Short | 73.3% | +2.31% | 1.79 | 15 |
| 11.10 → 28.10 | Short | 73.3% | +2.27% | 1.55 | 15 |
| 07.10 → 27.10 | Short | 73.3% | +2.21% | 1.28 | 15 |