United Kingdom
Over 2022 to 2026 (5 years of data), BDEVGBGBX has tended to move long between 10.10 and 17.10, closing higher in 100.0% of those years for an average +4.18% move and an annualized Sharpe of 10.11.
Best window
10.10 - 17.10
Direction
Long
Win rate
100.0%
Avg return
+4.18%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 17.10 | Long | 100.0% | +4.18% | 10.11 | 4 |
| 07.10 → 12.10 | Short | 100.0% | +3.86% | 10.34 | 4 |
| 06.10 → 13.10 | Short | 100.0% |
| +3.35% |
| 12.54 |
| 4 |
| 07.10 → 13.10 | Short | 100.0% | +3.12% | 14.78 | 4 |
| 06.10 → 14.10 | Short | 100.0% | +2.61% | 8.63 | 4 |
| 07.10 → 14.10 | Short | 100.0% | +2.37% | 7.45 | 4 |
| 09.10 → 12.10 | Short | 100.0% | +2.00% | 11.74 | 4 |
| 10.10 → 02.12 | Long | 75.0% | +9.85% | 1.66 | 4 |