United Kingdom
Over 2011 to 2025 (15 years of data), FRESGBGBX has tended to move short between 20.09 and 27.09, closing higher in 80.0% of those years for an average +2.25% move and an annualized Sharpe of 2.78.
Best window
20.09 - 27.09
Direction
Short
Win rate
80.0%
Avg return
+2.25%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.09 → 27.09 | Short | 80.0% | +2.25% | 2.78 | 15 |
| 21.09 → 28.09 | Short | 73.3% | +3.05% | 3.00 | 15 |
| 21.09 → 27.09 | Short | 73.3% |
| +2.67% |
| 3.26 |
| 15 |
| 17.09 → 27.09 | Short | 73.3% | +1.79% | 1.79 | 15 |
| 19.09 → 27.09 | Short | 73.3% | +1.14% | 1.18 | 15 |
| 21.09 → 29.09 | Short | 66.7% | +2.99% | 2.42 | 15 |
| 15.09 → 27.09 | Short | 66.7% | +2.83% | 1.72 | 15 |
| 20.09 → 28.09 | Short | 66.7% | +2.64% | 2.61 | 15 |