United Kingdom
Over 2011 to 2025 (15 years of data), KGFGBGBX has tended to move long between 09.10 and 06.11, closing higher in 80.0% of those years for an average +2.26% move and an annualized Sharpe of 1.21.
Best window
09.10 - 06.11
Direction
Long
Win rate
80.0%
Avg return
+2.26%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 06.11 | Long | 80.0% | +2.26% | 1.21 | 15 |
| 10.10 → 17.10 | Long | 80.0% | +2.22% | 3.01 | 15 |
| 12.10 → 02.11 | Long | 80.0% |
| +2.10% |
| 2.34 |
| 15 |
| 08.10 → 06.11 | Long | 80.0% | +2.02% | 1.17 | 15 |
| 12.10 → 06.11 | Long | 80.0% | +1.97% | 1.68 | 15 |
| 11.10 → 06.11 | Long | 80.0% | +1.96% | 1.30 | 15 |
| 09.10 → 17.10 | Long | 80.0% | +1.95% | 2.37 | 15 |
| 08.10 → 17.10 | Long | 80.0% | +1.70% | 2.30 | 15 |