United Kingdom
Over 2011 to 2026 (16 years of data), BNZLGBGBX has tended to move short between 07.10 and 11.10, closing higher in 86.7% of those years for an average +1.22% move and an annualized Sharpe of 6.17.
Best window
07.10 - 11.10
Direction
Short
Win rate
86.7%
Avg return
+1.22%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 11.10 | Short | 86.7% | +1.22% | 6.17 | 15 |
| 07.10 → 10.10 | Short | 86.7% | +1.14% | 7.49 | 15 |
| 08.10 → 11.10 | Short | 86.7% |
| +1.03% |
| 6.71 |
| 15 |
| 06.10 → 11.10 | Short | 80.0% | +1.38% | 5.33 | 15 |
| 06.10 → 09.10 | Short | 80.0% | +1.14% | 7.60 | 15 |
| 11.10 → 06.11 | Long | 73.3% | +1.75% | 0.84 | 15 |
| 12.10 → 06.11 | Long | 73.3% | +1.55% | 0.76 | 15 |
| 11.10 → 05.11 | Long | 73.3% | +1.53% | 0.80 | 15 |