United Kingdom
Over 2011 to 2025 (15 years of data), EXPNGBGBX has tended to move long between 11.10 and 05.11, closing higher in 80.0% of those years for an average +1.70% move and an annualized Sharpe of 1.12.
Best window
11.10 - 05.11
Direction
Long
Win rate
80.0%
Avg return
+1.70%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 05.11 | Long | 80.0% | +1.70% | 1.12 | 15 |
| 12.10 → 05.11 | Long | 73.3% | +1.79% | 1.16 | 15 |
| 12.10 → 31.10 | Long | 73.3% |
| +1.51% |
| 1.00 |
| 15 |
| 12.10 → 30.10 | Long | 73.3% | +1.13% | 0.72 | 15 |
| 12.10 → 23.10 | Long | 73.3% | +1.07% | 1.52 | 15 |
| 12.10 → 29.10 | Long | 73.3% | +1.07% | 0.75 | 15 |
| 11.10 → 23.10 | Long | 73.3% | +0.99% | 1.41 | 15 |
| 09.10 → 15.10 | Short | 73.3% | +0.66% | 1.77 | 15 |