United Kingdom
Over 2011 to 2025 (15 years of data), LANDGBGBX has tended to move long between 08.10 and 08.11, closing higher in 86.7% of those years for an average +4.21% move and an annualized Sharpe of 1.84.
Best window
08.10 - 08.11
Direction
Long
Win rate
86.7%
Avg return
+4.21%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 08.11 | Long | 86.7% | +4.21% | 1.84 | 15 |
| 08.10 → 11.11 | Long | 80.0% | +5.39% | 1.57 | 15 |
| 09.10 → 11.11 | Long | 80.0% |
| +5.35% |
| 1.62 |
| 15 |
| 11.10 → 14.11 | Long | 80.0% | +5.16% | 1.44 | 15 |
| 11.10 → 11.11 | Long | 80.0% | +5.07% | 1.61 | 15 |
| 12.10 → 11.11 | Long | 80.0% | +4.58% | 1.44 | 15 |
| 11.10 → 12.11 | Long | 80.0% | +4.57% | 1.48 | 15 |
| 11.10 → 13.11 | Long | 80.0% | +4.45% | 1.37 | 15 |