United Kingdom
Over 2011 to 2025 (15 years of data), ITRKGBGBX has tended to move long between 11.10 and 04.11, closing higher in 73.3% of those years for an average +1.03% move and an annualized Sharpe of 0.52.
Best window
11.10 - 04.11
Direction
Long
Win rate
73.3%
Avg return
+1.03%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 04.11 | Long | 73.3% | +1.03% | 0.52 | 15 |
| 11.10 → 26.10 | Long | 73.3% | +0.37% | 0.33 | 15 |
| 10.10 → 06.11 | Long | 73.3% |
| -0.26% |
| -0.13 |
| 15 |
| 07.10 → 23.11 | Short | 66.7% | +1.74% | 0.71 | 15 |
| 11.10 → 31.10 | Long | 66.7% | +1.21% | 0.66 | 15 |
| 07.10 → 22.10 | Short | 66.7% | +1.05% | 1.10 | 15 |
| 10.10 → 20.10 | Short | 66.7% | +0.87% | 1.32 | 15 |
| 11.10 → 05.11 | Long | 66.7% | +0.80% | 0.43 | 15 |