United Kingdom
Over 2011 to 2026 (16 years of data), BARCGBGBX has tended to move long between 10.10 and 29.11, closing higher in 80.0% of those years for an average +7.03% move and an annualized Sharpe of 1.42.
Best window
10.10 - 29.11
Direction
Long
Win rate
80.0%
Avg return
+7.03%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 29.11 | Long | 80.0% | +7.03% | 1.42 | 15 |
| 10.10 → 24.10 | Long | 80.0% | +3.32% | 2.35 | 15 |
| 11.10 → 24.10 | Long | 80.0% |
| +2.45% |
| 1.93 |
| 15 |
| 05.10 → 02.12 | Long | 73.3% | +10.36% | 1.44 | 15 |
| 05.10 → 04.12 | Long | 73.3% | +10.08% | 1.28 | 15 |
| 10.10 → 02.12 | Long | 73.3% | +8.80% | 1.62 | 15 |
| 09.10 → 02.12 | Long | 73.3% | +8.56% | 1.55 | 15 |
| 05.10 → 29.11 | Long | 73.3% | +8.39% | 1.40 | 15 |