United Kingdom
Over 2011 to 2025 (15 years of data), CNAGBGBX has tended to move short between 09.10 and 13.10, closing higher in 80.0% of those years for an average +1.05% move and an annualized Sharpe of 2.98.
Best window
09.10 - 13.10
Direction
Short
Win rate
80.0%
Avg return
+1.05%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 13.10 | Short | 80.0% | +1.05% | 2.98 | 15 |
| 08.10 → 13.10 | Short | 80.0% | +0.98% | 2.69 | 15 |
| 09.10 → 14.10 | Short | 73.3% |
| +0.60% |
| 1.54 |
| 15 |
| 09.10 → 18.10 | Short | 73.3% | +0.60% | 0.82 | 15 |
| 08.10 → 18.10 | Short | 73.3% | +0.52% | 0.73 | 15 |
| 09.10 → 24.10 | Short | 73.3% | +0.21% | 0.23 | 15 |
| 08.10 → 22.10 | Short | 73.3% | -0.01% | -0.01 | 15 |
| 09.10 → 23.10 | Short | 73.3% | -0.09% | -0.13 | 15 |