United Kingdom
Over 2011 to 2025 (15 years of data), CRDAGBGBX has tended to move short between 07.10 and 11.10, closing higher in 80.0% of those years for an average +2.73% move and an annualized Sharpe of 5.86.
Best window
07.10 - 11.10
Direction
Short
Win rate
80.0%
Avg return
+2.73%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 11.10 | Short | 80.0% | +2.73% | 5.86 | 15 |
| 08.10 → 11.10 | Short | 80.0% | +2.41% | 7.37 | 15 |
| 11.10 → 27.10 | Long | 80.0% |
| +2.35% |
| 1.58 |
| 15 |
| 12.10 → 11.12 | Long | 73.3% | +3.45% | 0.63 | 15 |
| 12.10 → 27.10 | Long | 73.3% | +2.84% | 1.99 | 15 |
| 07.10 → 12.10 | Short | 73.3% | +2.70% | 4.47 | 15 |
| 12.10 → 25.10 | Long | 73.3% | +2.69% | 2.02 | 15 |
| 07.10 → 17.10 | Short | 73.3% | +2.52% | 2.41 | 15 |