United Kingdom
Over 2011 to 2026 (16 years of data), BTGBGBX has tended to move long between 08.10 and 29.11, closing higher in 80.0% of those years for an average +5.96% move and an annualized Sharpe of 1.80.
Best window
08.10 - 29.11
Direction
Long
Win rate
80.0%
Avg return
+5.96%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 29.11 | Long | 80.0% | +5.96% | 1.80 | 15 |
| 09.10 → 29.11 | Long | 80.0% | +5.84% | 1.89 | 15 |
| 10.10 → 29.11 | Long | 80.0% |
| +5.83% |
| 1.93 |
| 15 |
| 10.10 → 27.11 | Long | 80.0% | +5.62% | 1.74 | 15 |
| 09.10 → 28.11 | Long | 80.0% | +5.48% | 1.69 | 15 |
| 10.10 → 28.11 | Long | 80.0% | +5.46% | 1.75 | 15 |
| 09.10 → 26.11 | Long | 80.0% | +4.87% | 1.55 | 15 |
| 10.10 → 26.11 | Long | 80.0% | +4.85% | 1.61 | 15 |