United Kingdom
Over 2011 to 2025 (15 years of data), GLENGBGBX has tended to move long between 11.10 and 07.11, closing higher in 80.0% of those years for an average +1.92% move and an annualized Sharpe of 0.96.
Best window
11.10 - 07.11
Direction
Long
Win rate
80.0%
Avg return
+1.92%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.11 | Long | 80.0% | +1.92% | 0.96 | 15 |
| 11.10 → 08.11 | Long | 80.0% | +1.80% | 0.81 | 15 |
| 06.10 → 06.11 | Long | 73.3% |
| +3.08% |
| 1.39 |
| 15 |
| 06.10 → 14.10 | Long | 73.3% | +1.95% | 3.01 | 15 |
| 11.10 → 06.11 | Long | 73.3% | +1.92% | 1.12 | 15 |
| 06.10 → 01.11 | Long | 73.3% | +1.68% | 0.93 | 15 |
| 06.10 → 13.10 | Long | 73.3% | +1.64% | 2.81 | 15 |
| 10.10 → 08.11 | Long | 73.3% | +1.60% | 0.70 | 15 |