United Kingdom
Over 2011 to 2025 (15 years of data), DGEGBGBX has tended to move long between 11.10 and 09.11, closing higher in 73.3% of those years for an average +1.80% move and an annualized Sharpe of 1.02.
Best window
11.10 - 09.11
Direction
Long
Win rate
73.3%
Avg return
+1.80%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.11 | Long | 73.3% | +1.80% | 1.02 | 15 |
| 12.10 → 09.11 | Long | 73.3% | +1.79% | 1.07 | 15 |
| 11.10 → 08.11 | Long | 73.3% |
| +1.51% |
| 0.90 |
| 15 |
| 12.10 → 08.11 | Long | 73.3% | +1.51% | 0.95 | 15 |
| 06.10 → 09.11 | Long | 73.3% | +1.39% | 0.68 | 15 |
| 11.10 → 14.11 | Long | 73.3% | +1.32% | 0.55 | 15 |
| 12.10 → 14.11 | Long | 73.3% | +1.32% | 0.56 | 15 |
| 10.10 → 09.11 | Long | 73.3% | +1.29% | 0.71 | 15 |