United Kingdom
Over 2022 to 2025 (4 years of data), DCCGBGBX has tended to move long between 09.10 and 28.10, closing higher in 100.0% of those years for an average +2.17% move and an annualized Sharpe of 5.94.
Best window
09.10 - 28.10
Direction
Long
Win rate
100.0%
Avg return
+2.17%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 28.10 | Long | 100.0% | +2.17% | 5.94 | 4 |
| 12.10 → 08.11 | Short | 100.0% | +2.03% | 4.18 | 4 |
| 11.10 → 08.11 | Short | 100.0% |
| +1.97% |
| 4.94 |
| 4 |
| 12.10 → 10.11 | Short | 100.0% | +0.93% | 4.40 | 4 |
| 11.10 → 10.11 | Short | 100.0% | +0.87% | 8.35 | 4 |
| 09.10 → 05.12 | Long | 75.0% | +7.70% | 1.50 | 4 |
| 09.10 → 01.12 | Long | 75.0% | +7.68% | 1.57 | 4 |
| 10.10 → 05.12 | Long | 75.0% | +7.68% | 1.64 | 4 |