United Kingdom
Over 2011 to 2025 (15 years of data), IIIGBGBX has tended to move long between 10.10 and 24.10, closing higher in 90.0% of those years for an average +3.04% move and an annualized Sharpe of 3.67.
Best window
10.10 - 24.10
Direction
Long
Win rate
90.0%
Avg return
+3.04%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 24.10 | Long | 90.0% | +3.04% | 3.67 | 10 |
| 11.10 → 29.10 | Long | 90.0% | +2.74% | 2.73 | 10 |
| 06.10 → 09.10 | Short | 90.0% |
| +0.61% |
| 2.25 |
| 10 |
| 10.10 → 06.12 | Long | 80.0% | +5.95% | 0.87 | 10 |
| 10.10 → 05.12 | Long | 80.0% | +5.71% | 0.87 | 10 |
| 11.10 → 06.12 | Long | 80.0% | +5.42% | 0.81 | 10 |
| 11.10 → 08.12 | Long | 80.0% | +5.31% | 0.75 | 10 |
| 11.10 → 07.12 | Long | 80.0% | +5.27% | 0.77 | 10 |