United Kingdom
Over 2011 to 2025 (15 years of data), IAGGBGBX has tended to move long between 08.10 and 03.12, closing higher in 93.3% of those years for an average +13.85% move and an annualized Sharpe of 1.29.
Best window
08.10 - 03.12
Direction
Long
Win rate
93.3%
Avg return
+13.85%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 03.12 | Long | 93.3% | +13.85% | 1.29 | 15 |
| 05.10 → 03.12 | Long | 93.3% | +13.54% | 1.16 | 15 |
| 05.10 → 02.12 | Long | 93.3% |
| +12.94% |
| 1.19 |
| 15 |
| 11.10 → 05.11 | Long | 93.3% | +8.13% | 2.45 | 15 |
| 10.10 → 05.11 | Long | 93.3% | +7.66% | 2.41 | 15 |
| 10.10 → 05.12 | Long | 86.7% | +14.86% | 1.46 | 15 |
| 06.10 → 05.12 | Long | 86.7% | +14.82% | 1.23 | 15 |
| 08.10 → 04.12 | Long | 86.7% | +14.50% | 1.35 | 15 |