United Kingdom
Over 2016 to 2025 (10 years of data), IMTGBGBX has tended to move long between 07.10 and 23.10, closing higher in 90.0% of those years for an average +1.97% move and an annualized Sharpe of 2.31.
Best window
07.10 - 23.10
Direction
Long
Win rate
90.0%
Avg return
+1.97%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 23.10 | Long | 90.0% | +1.97% | 2.31 | 10 |
| 08.10 → 11.10 | Long | 90.0% | +1.40% | 5.65 | 10 |
| 07.10 → 11.10 | Long | 80.0% |
| +2.01% |
| 7.45 |
| 10 |
| 07.10 → 10.10 | Long | 80.0% | +2.00% | 8.94 | 10 |
| 07.10 → 28.10 | Long | 80.0% | +1.86% | 1.25 | 10 |
| 07.10 → 13.10 | Long | 80.0% | +1.57% | 4.40 | 10 |
| 07.10 → 30.10 | Long | 80.0% | +1.53% | 0.97 | 10 |
| 08.10 → 23.10 | Long | 80.0% | +1.37% | 1.53 | 10 |