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 |
| 11.10 → 23.10 | Long | 73.3% | +0.99% | 1.41 | 15 |
| 09.10 → 15.10 | Short | 73.3% |
| +0.66% |
| 1.77 |
| 15 |
| 09.10 → 17.10 | Short | 73.3% | +0.31% | 0.68 | 15 |
| 11.10 → 10.11 | Long | 66.7% | +3.02% | 1.42 | 15 |
| 11.10 → 11.11 | Long | 66.7% | +2.84% | 1.24 | 15 |
| 11.10 → 28.11 | Long | 66.7% | +2.36% | 0.81 | 15 |
| 11.10 → 15.11 | Long | 66.7% | +1.90% | 0.75 | 15 |