United Kingdom
Over 2011 to 2026 (16 years of data), BLNDGBGBX has tended to move long between 10.10 and 05.11, closing higher in 86.7% of those years for an average +3.88% move and an annualized Sharpe of 2.22.
Best window
10.10 - 05.11
Direction
Long
Win rate
86.7%
Avg return
+3.88%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 05.11 | Long | 86.7% | +3.88% | 2.22 | 15 |
| 06.10 → 03.11 | Long | 86.7% | +3.03% | 2.48 | 15 |
| 09.10 → 18.10 | Long | 86.7% |
| +2.79% |
| 3.26 |
| 15 |
| 08.10 → 18.10 | Long | 86.7% | +2.66% | 3.69 | 15 |
| 11.10 → 18.10 | Long | 86.7% | +2.61% | 3.77 | 15 |
| 11.10 → 02.12 | Long | 80.0% | +7.13% | 1.57 | 15 |
| 09.10 → 27.11 | Long | 80.0% | +6.80% | 1.72 | 15 |
| 09.10 → 28.11 | Long | 80.0% | +6.78% | 1.70 | 15 |