United Kingdom
Over 2011 to 2026 (16 years of data), CCLGBGBX has tended to move long between 09.10 and 03.12, closing higher in 86.7% of those years for an average +11.19% move and an annualized Sharpe of 1.31.
Best window
09.10 - 03.12
Direction
Long
Win rate
86.7%
Avg return
+11.19%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 03.12 | Long | 86.7% | +11.19% | 1.31 | 15 |
| 09.10 → 04.12 | Long | 86.7% | +11.19% | 1.29 | 15 |
| 10.10 → 04.12 | Long | 86.7% |
| +10.99% |
| 1.35 |
| 15 |
| 07.10 → 04.12 | Long | 86.7% | +10.83% | 1.12 | 15 |
| 08.10 → 02.12 | Long | 86.7% | +10.74% | 1.27 | 15 |
| 09.10 → 02.12 | Long | 86.7% | +10.36% | 1.31 | 15 |
| 10.10 → 02.12 | Long | 86.7% | +10.18% | 1.38 | 15 |
| 07.10 → 02.12 | Long | 86.7% | +10.00% | 1.14 | 15 |