United Kingdom
Over 2011 to 2025 (15 years of data), EZJGBGBX has tended to move long between 10.10 and 08.11, closing higher in 93.3% of those years for an average +9.33% move and an annualized Sharpe of 2.32.
Best window
10.10 - 08.11
Direction
Long
Win rate
93.3%
Avg return
+9.33%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 08.11 | Long | 93.3% | +9.33% | 2.32 | 15 |
| 10.10 → 06.12 | Long | 86.7% | +16.05% | 1.71 | 15 |
| 10.10 → 05.12 | Long | 86.7% |
| +15.94% |
| 1.73 |
| 15 |
| 10.10 → 07.12 | Long | 86.7% | +15.91% | 1.72 | 15 |
| 11.10 → 06.12 | Long | 86.7% | +15.71% | 1.70 | 15 |
| 11.10 → 05.12 | Long | 86.7% | +15.61% | 1.71 | 15 |
| 11.10 → 07.12 | Long | 86.7% | +15.57% | 1.71 | 15 |
| 09.10 → 06.12 | Long | 86.7% | +14.82% | 1.66 | 15 |