United Kingdom
Over 2011 to 2026 (16 years of data), BRBYGBGBX has tended to move long between 17.10 and 08.11, closing higher in 86.7% of those years for an average +5.11% move and an annualized Sharpe of 2.89.
Best window
17.10 - 08.11
Direction
Long
Win rate
86.7%
Avg return
+5.11%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.10 → 08.11 | Long | 86.7% | +5.11% | 2.89 | 15 |
| 16.10 → 08.11 | Long | 80.0% | +5.94% | 2.76 | 15 |
| 16.10 → 07.11 | Long | 80.0% |
| +5.74% |
| 1.99 |
| 15 |
| 16.10 → 05.11 | Long | 80.0% | +5.13% | 2.25 | 15 |
| 18.10 → 08.11 | Long | 80.0% | +5.12% | 3.47 | 15 |
| 17.10 → 07.11 | Long | 80.0% | +4.89% | 2.00 | 15 |
| 18.10 → 07.11 | Long | 80.0% | +4.87% | 2.40 | 15 |
| 17.10 → 05.11 | Long | 80.0% | +4.32% | 2.20 | 15 |