United Kingdom
Over 2011 to 2025 (15 years of data), GFSGBGBX has tended to move long between 06.10 and 06.11, closing higher in 80.0% of those years for an average +1.60% move and an annualized Sharpe of 0.93.
Best window
06.10 - 06.11
Direction
Long
Win rate
80.0%
Avg return
+1.60%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 06.11 | Long | 80.0% | +1.60% | 0.93 | 10 |
| 07.10 → 06.11 | Long | 80.0% | +1.40% | 0.74 | 10 |
| 11.10 → 25.10 | Short | 80.0% |
| +0.36% |
| 0.23 |
| 10 |
| 10.10 → 17.10 | Short | 70.0% | +2.29% | 2.01 | 10 |
| 08.10 → 15.10 | Short | 70.0% | +2.28% | 1.98 | 10 |
| 09.10 → 15.10 | Short | 70.0% | +2.14% | 1.96 | 10 |
| 08.10 → 17.10 | Short | 70.0% | +2.04% | 1.56 | 10 |
| 08.10 → 16.10 | Short | 70.0% | +1.93% | 1.55 | 10 |