United Kingdom
Over 2011 to 2025 (15 years of data), HMSOGBGBX has tended to move long between 19.09 and 09.11, closing higher in 73.3% of those years for an average +58.97% move and an annualized Sharpe of 0.62.
Best window
19.09 - 09.11
Direction
Long
Win rate
73.3%
Avg return
+58.97%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.09 → 09.11 | Long | 73.3% | +58.97% | 0.62 | 15 |
| 19.09 → 08.11 | Long | 73.3% | +58.94% | 0.62 | 15 |
| 20.09 → 19.11 | Long | 73.3% |
| +57.49% |
| 0.57 |
| 15 |
| 21.09 → 19.11 | Long | 73.3% | +56.14% | 0.58 | 15 |
| 21.09 → 24.09 | Short | 73.3% | +3.02% | 4.72 | 15 |
| 21.09 → 09.10 | Short | 73.3% | -57.25% | -0.95 | 15 |
| 16.09 → 08.10 | Short | 73.3% | -57.66% | -0.84 | 15 |
| 15.09 → 02.10 | Short | 73.3% | -57.67% | -0.96 | 15 |