United Kingdom
Over 2022 to 2025 (4 years of data), ICPGBGBX has tended to move short between 07.10 and 19.10, closing higher in 100.0% of those years for an average +6.90% move and an annualized Sharpe of 5.71.
Best window
07.10 - 19.10
Direction
Short
Win rate
100.0%
Avg return
+6.90%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 19.10 | Short | 100.0% | +6.90% | 5.71 | 4 |
| 07.10 → 20.10 | Short | 100.0% | +6.90% | 5.58 | 4 |
| 07.10 → 23.10 | Short | 100.0% |
| +6.32% |
| 5.11 |
| 4 |
| 07.10 → 21.10 | Short | 100.0% | +6.23% | 5.18 | 4 |
| 05.10 → 20.10 | Short | 100.0% | +6.22% | 4.13 | 4 |
| 06.10 → 20.10 | Short | 100.0% | +6.21% | 4.28 | 4 |
| 07.10 → 22.10 | Short | 100.0% | +5.81% | 4.55 | 4 |
| 07.10 → 24.10 | Short | 100.0% | +5.55% | 4.41 | 4 |