United Kingdom
Over 2011 to 2026 (16 years of data), BPGBGBX has tended to move long between 06.10 and 30.10, closing higher in 80.0% of those years for an average +2.38% move and an annualized Sharpe of 1.04.
Best window
06.10 - 30.10
Direction
Long
Win rate
80.0%
Avg return
+2.38%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 30.10 | Long | 80.0% | +2.38% | 1.04 | 15 |
| 06.10 → 31.10 | Long | 73.3% | +2.73% | 1.28 | 15 |
| 07.10 → 30.10 | Long | 73.3% |
| +1.78% |
| 0.87 |
| 15 |
| 06.10 → 24.10 | Long | 73.3% | +1.41% | 1.00 | 15 |
| 07.10 → 24.10 | Long | 73.3% | +0.82% | 0.67 | 15 |
| 07.10 → 10.10 | Long | 73.3% | +0.54% | 2.01 | 15 |
| 12.10 → 22.10 | Long | 73.3% | +0.53% | 0.82 | 15 |
| 10.10 → 24.10 | Long | 71.4% | +0.09% | 0.09 | 14 |