United Kingdom
Over 2022 to 2025 (4 years of data), HIKGBGBX has tended to move short between 05.10 and 06.11, closing higher in 100.0% of those years for an average +10.05% move and an annualized Sharpe of 6.81.
Best window
05.10 - 06.11
Direction
Short
Win rate
100.0%
Avg return
+10.05%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 06.11 | Short | 100.0% | +10.05% | 6.81 | 4 |
| 06.10 → 06.11 | Short | 100.0% | +9.99% | 5.62 | 4 |
| 09.10 → 06.11 | Short | 100.0% |
| +9.66% |
| 5.87 |
| 4 |
| 05.10 → 07.11 | Short | 100.0% | +9.63% | 7.50 | 4 |
| 07.10 → 06.11 | Short | 100.0% | +9.63% | 5.39 | 4 |
| 10.10 → 06.11 | Short | 100.0% | +9.56% | 5.75 | 4 |
| 06.10 → 07.11 | Short | 100.0% | +9.55% | 5.56 | 4 |
| 08.10 → 06.11 | Short | 100.0% | +9.48% | 5.79 | 4 |