United Kingdom
Over 2022 to 2025 (4 years of data), ICPGBGBX has tended to move short between 18.09 and 20.10, closing higher in 100.0% of those years for an average +11.48% move and an annualized Sharpe of 5.78.
Best window
18.09 - 20.10
Direction
Short
Win rate
100.0%
Avg return
+11.48%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.09 → 20.10 | Short | 100.0% | +11.48% | 5.78 | 4 |
| 18.09 → 19.10 | Short | 100.0% | +11.46% | 5.58 | 4 |
| 17.09 → 20.10 | Short | 100.0% |
| +11.31% |
| 5.85 |
| 4 |
| 17.09 → 19.10 | Short | 100.0% | +11.30% | 5.62 | 4 |
| 16.09 → 20.10 | Short | 100.0% | +11.27% | 5.03 | 4 |
| 16.09 → 19.10 | Short | 100.0% | +11.25% | 4.88 | 4 |
| 18.09 → 23.10 | Short | 100.0% | +10.93% | 5.74 | 4 |
| 20.09 → 20.10 | Short | 100.0% | +10.88% | 5.10 | 4 |