United Kingdom
Over 2011 to 2026 (16 years of data), BATSGBGBX has tended to move long between 12.10 and 23.11, closing higher in 86.7% of those years for an average +1.64% move and an annualized Sharpe of 0.52.
Best window
12.10 - 23.11
Direction
Long
Win rate
86.7%
Avg return
+1.64%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 23.11 | Long | 86.7% | +1.64% | 0.52 | 15 |
| 12.10 → 22.11 | Long | 86.7% | +1.38% | 0.43 | 15 |
| 10.10 → 22.11 | Long | 86.7% |
| +1.07% |
| 0.35 |
| 15 |
| 11.10 → 22.11 | Long | 86.7% | +0.95% | 0.30 | 15 |
| 12.10 → 28.11 | Long | 80.0% | +2.19% | 0.60 | 15 |
| 12.10 → 27.11 | Long | 80.0% | +2.17% | 0.61 | 15 |
| 10.10 → 28.11 | Long | 80.0% | +1.87% | 0.54 | 15 |
| 10.10 → 27.11 | Long | 80.0% | +1.85% | 0.54 | 15 |