United Kingdom
Over 2011 to 2025 (15 years of data), HMSOGBGBX has tended to move long between 12.10 and 18.10, closing higher in 86.7% of those years for an average +1.33% move and an annualized Sharpe of 2.81.
Best window
12.10 - 18.10
Direction
Long
Win rate
86.7%
Avg return
+1.33%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 18.10 | Long | 86.7% | +1.33% | 2.81 | 15 |
| 12.10 → 17.10 | Long | 85.7% | +1.78% | 4.27 | 14 |
| 10.10 → 17.10 | Long | 80.0% |
| +2.57% |
| 3.17 |
| 15 |
| 08.10 → 28.10 | Long | 80.0% | +2.41% | 1.64 | 15 |
| 08.10 → 15.10 | Long | 80.0% | +2.40% | 3.12 | 15 |
| 10.10 → 18.10 | Long | 80.0% | +2.22% | 2.66 | 15 |
| 11.10 → 17.10 | Long | 80.0% | +2.21% | 3.49 | 15 |
| 09.10 → 27.10 | Long | 80.0% | +2.15% | 1.43 | 15 |