United Kingdom
Over 2011 to 2025 (15 years of data), GSKGBGBX has tended to move short between 10.10 and 15.10, closing higher in 73.3% of those years for an average +1.24% move and an annualized Sharpe of 4.60.
Best window
10.10 - 15.10
Direction
Short
Win rate
73.3%
Avg return
+1.24%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 15.10 | Short | 73.3% | +1.24% | 4.60 | 15 |
| 10.10 → 14.10 | Short | 73.3% | +0.65% | 4.46 | 15 |
| 10.10 → 13.10 | Short | 73.3% |
| +0.59% |
| 4.39 |
| 15 |
| 10.10 → 16.10 | Short | 66.7% | +0.99% | 3.09 | 15 |
| 08.10 → 15.10 | Short | 66.7% | +0.94% | 2.66 | 15 |
| 10.10 → 17.10 | Short | 66.7% | +0.86% | 2.81 | 15 |
| 08.10 → 16.10 | Short | 66.7% | +0.69% | 1.62 | 15 |
| 12.10 → 12.11 | Long | 66.7% | +0.66% | 0.24 | 15 |