United Kingdom
Over 2022 to 2025 (4 years of data), HLMAGBGBX has tended to move long between 11.10 and 23.11, closing higher in 100.0% of those years for an average +8.15% move and an annualized Sharpe of 5.82.
Best window
11.10 - 23.11
Direction
Long
Win rate
100.0%
Avg return
+8.15%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 23.11 | Long | 100.0% | +8.15% | 5.82 | 4 |
| 11.10 → 24.11 | Long | 100.0% | +8.08% | 5.86 | 4 |
| 11.10 → 25.11 | Long | 100.0% |
| +8.05% |
| 5.45 |
| 4 |
| 11.10 → 09.12 | Long | 100.0% | +8.04% | 2.84 | 4 |
| 11.10 → 06.12 | Long | 100.0% | +7.98% | 4.01 | 4 |
| 12.10 → 23.11 | Long | 100.0% | +7.95% | 6.41 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +7.94% | 6.09 | 4 |
| 12.10 → 24.11 | Long | 100.0% | +7.88% | 6.40 | 4 |