United Kingdom
Over 2011 to 2026 (16 years of data), BRBYGBGBX has tended to move short between 08.10 and 18.10, closing higher in 80.0% of those years for an average +2.04% move and an annualized Sharpe of 1.60.
Best window
08.10 - 18.10
Direction
Short
Win rate
80.0%
Avg return
+2.04%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 18.10 | Short | 80.0% | +2.04% | 1.60 | 15 |
| 12.10 → 15.10 | Short | 73.3% | +2.36% | 4.97 | 15 |
| 08.10 → 16.10 | Short | 73.3% |
| +1.92% |
| 1.78 |
| 15 |
| 08.10 → 19.10 | Short | 73.3% | +1.86% | 1.36 | 15 |
| 08.10 → 20.10 | Short | 73.3% | +1.84% | 1.35 | 15 |
| 09.10 → 18.10 | Short | 73.3% | +1.50% | 1.15 | 15 |
| 07.10 → 15.10 | Short | 73.3% | +1.46% | 1.41 | 15 |
| 09.10 → 20.10 | Short | 73.3% | +1.30% | 0.92 | 15 |