Europe
Over 1988 to 2025 (38 years of data), GBRIDXGBP has tended to move long between 10.10 and 08.12, closing higher in 76.3% of those years for an average +2.08% move and an annualized Sharpe of 0.99.
Best window
10.10 - 08.12
Direction
Long
Win rate
76.3%
Avg return
+2.08%
Sample
38 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 08.12 | Long | 76.3% | +2.08% | 0.99 | 38 |
| 11.10 → 08.12 | Long | 73.7% | +2.24% | 1.06 | 38 |
| 10.10 → 09.12 | Long | 73.7% |
| +2.11% |
| 0.97 |
| 38 |
| 09.10 → 07.12 | Long | 73.7% | +1.90% | 0.85 | 38 |
| 11.10 → 01.12 | Long | 73.7% | +1.88% | 0.94 | 38 |
| 09.10 → 08.12 | Long | 73.7% | +1.86% | 0.81 | 38 |
| 08.10 → 02.12 | Long | 73.7% | +1.34% | 0.58 | 38 |
| 11.10 → 07.12 | Long | 71.0% | +2.28% | 1.12 | 38 |