United Kingdom
Over 2011 to 2025 (15 years of data), CCLGBGBX has tended to move short between 18.09 and 02.10, closing higher in 80.0% of those years for an average +4.98% move and an annualized Sharpe of 2.02.
Best window
18.09 - 02.10
Direction
Short
Win rate
80.0%
Avg return
+4.98%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.09 → 02.10 | Short | 80.0% | +4.98% | 2.02 | 15 |
| 21.09 → 24.09 | Short | 80.0% | +1.74% | 4.18 | 15 |
| 15.09 → 02.10 | Short | 73.3% |
| +5.44% |
| 1.91 |
| 15 |
| 15.09 → 07.10 | Short | 73.3% | +5.34% | 1.52 | 15 |
| 21.09 → 02.10 | Short | 73.3% | +5.07% | 2.50 | 15 |
| 18.09 → 03.10 | Short | 73.3% | +5.03% | 1.87 | 15 |
| 21.09 → 16.10 | Short | 73.3% | +4.85% | 1.38 | 15 |
| 17.09 → 02.10 | Short | 73.3% | +4.73% | 1.84 | 15 |