United Kingdom
Over 2011 to 2025 (15 years of data), ITVGBGBX has tended to move short between 08.10 and 22.10, closing higher in 80.0% of those years for an average +0.38% move and an annualized Sharpe of 0.29.
Best window
08.10 - 22.10
Direction
Short
Win rate
80.0%
Avg return
+0.38%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 22.10 | Short | 80.0% | +0.38% | 0.29 | 15 |
| 09.10 → 22.10 | Short | 80.0% | +0.03% | 0.02 | 15 |
| 10.10 → 09.12 | Long | 73.3% |
| +6.59% |
| 0.99 |
| 15 |
| 12.10 → 09.12 | Long | 73.3% | +6.03% | 0.98 | 15 |
| 10.10 → 07.12 | Long | 73.3% | +5.98% | 0.96 | 15 |
| 10.10 → 08.12 | Long | 73.3% | +5.88% | 0.92 | 15 |
| 09.10 → 07.12 | Long | 73.3% | +5.58% | 0.89 | 15 |
| 09.10 → 08.12 | Long | 73.3% | +5.48% | 0.85 | 15 |