United Kingdom
Over 2011 to 2025 (15 years of data), HSBAGBGBX has tended to move long between 05.10 and 02.12, closing higher in 80.0% of those years for an average +5.03% move and an annualized Sharpe of 1.14.
Best window
05.10 - 02.12
Direction
Long
Win rate
80.0%
Avg return
+5.03%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 02.12 | Long | 80.0% | +5.03% | 1.14 | 15 |
| 06.10 → 02.12 | Long | 80.0% | +4.54% | 1.02 | 15 |
| 10.10 → 02.12 | Long | 80.0% |
| +4.23% |
| 0.99 |
| 15 |
| 09.10 → 02.12 | Long | 80.0% | +3.93% | 0.90 | 15 |
| 05.10 → 26.11 | Long | 80.0% | +3.71% | 1.11 | 15 |
| 07.10 → 02.12 | Long | 80.0% | +3.64% | 0.87 | 15 |
| 06.10 → 26.11 | Long | 80.0% | +3.24% | 0.94 | 15 |
| 06.10 → 28.11 | Long | 80.0% | +3.11% | 0.95 | 15 |