United Kingdom
Over 2011 to 2026 (16 years of data), BLTGBGBX has tended to move long between 06.10 and 11.11, closing higher in 80.0% of those years for an average +1.57% move and an annualized Sharpe of 0.68.
Best window
06.10 - 11.11
Direction
Long
Win rate
80.0%
Avg return
+1.57%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 11.11 | Long | 80.0% | +1.57% | 0.68 | 15 |
| 07.10 → 08.11 | Long | 80.0% | +1.08% | 0.55 | 15 |
| 11.10 → 11.11 | Long | 80.0% |
| +0.76% |
| 0.30 |
| 15 |
| 11.10 → 12.11 | Long | 80.0% | +0.62% | 0.21 | 15 |
| 05.10 → 11.11 | Long | 73.3% | +2.33% | 0.83 | 15 |
| 05.10 → 14.10 | Long | 73.3% | +2.29% | 2.25 | 15 |
| 05.10 → 11.10 | Long | 73.3% | +2.18% | 2.81 | 15 |
| 05.10 → 12.11 | Long | 73.3% | +2.15% | 0.68 | 15 |