United Kingdom
Over 2022 to 2025 (4 years of data), ECMGBGBX has tended to move short between 07.10 and 04.11, closing higher in 100.0% of those years for an average +8.54% move and an annualized Sharpe of 6.38.
Best window
07.10 - 04.11
Direction
Short
Win rate
100.0%
Avg return
+8.54%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 04.11 | Short | 100.0% | +8.54% | 6.38 | 4 |
| 10.10 → 03.11 | Short | 100.0% | +8.44% | 14.10 | 3 |
| 05.10 → 04.11 | Short | 100.0% |
| +8.43% |
| 6.44 |
| 4 |
| 06.10 → 04.11 | Short | 100.0% | +8.26% | 6.78 | 4 |
| 07.10 → 05.11 | Short | 100.0% | +8.08% | 5.73 | 4 |
| 05.10 → 05.11 | Short | 100.0% | +7.97% | 5.86 | 4 |
| 06.10 → 05.11 | Short | 100.0% | +7.79% | 6.11 | 4 |
| 07.10 → 03.11 | Short | 100.0% | +7.73% | 4.74 | 4 |