United Kingdom
Over 2011 to 2025 (15 years of data), FRESGBGBX has tended to move long between 06.10 and 09.11, closing higher in 86.7% of those years for an average +4.08% move and an annualized Sharpe of 1.35.
Best window
06.10 - 09.11
Direction
Long
Win rate
86.7%
Avg return
+4.08%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 09.11 | Long | 86.7% | +4.08% | 1.35 | 15 |
| 07.10 → 11.10 | Long | 86.7% | +3.26% | 6.01 | 15 |
| 07.10 → 12.10 | Long | 86.7% |
| +3.25% |
| 4.85 |
| 15 |
| 06.10 → 16.10 | Long | 80.0% | +4.82% | 2.91 | 15 |
| 06.10 → 11.10 | Long | 80.0% | +4.02% | 5.45 | 15 |
| 06.10 → 12.10 | Long | 80.0% | +3.99% | 4.67 | 15 |
| 06.10 → 10.10 | Long | 80.0% | +2.95% | 5.18 | 15 |
| 06.10 → 09.10 | Long | 80.0% | +2.84% | 5.90 | 15 |