United Kingdom
Over 2011 to 2025 (15 years of data), IHGGBGBX has tended to move long between 12.10 and 01.12, closing higher in 93.3% of those years for an average +6.14% move and an annualized Sharpe of 2.14.
Best window
12.10 - 01.12
Direction
Long
Win rate
93.3%
Avg return
+6.14%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 01.12 | Long | 93.3% | +6.14% | 2.14 | 15 |
| 11.10 → 25.11 | Long | 93.3% | +5.88% | 2.20 | 15 |
| 13.10 → 25.11 | Long | 93.3% |
| +5.73% |
| 2.01 |
| 15 |
| 12.10 → 25.11 | Long | 93.3% | +5.57% | 2.05 | 15 |
| 11.10 → 24.11 | Long | 93.3% | +5.42% | 2.04 | 15 |
| 13.10 → 24.11 | Long | 93.3% | +5.26% | 1.88 | 15 |
| 12.10 → 24.11 | Long | 93.3% | +5.10% | 1.90 | 15 |
| 11.10 → 07.12 | Long | 86.7% | +6.98% | 2.21 | 15 |