United Kingdom
Over 2011 to 2025 (15 years of data), LGENGBGBX has tended to move long between 10.10 and 04.12, closing higher in 93.3% of those years for an average +9.09% move and an annualized Sharpe of 2.37.
Best window
10.10 - 04.12
Direction
Long
Win rate
93.3%
Avg return
+9.09%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 04.12 | Long | 93.3% | +9.09% | 2.37 | 15 |
| 10.10 → 08.12 | Long | 93.3% | +8.95% | 2.15 | 15 |
| 05.10 → 04.12 | Long | 93.3% |
| +8.93% |
| 2.23 |
| 15 |
| 10.10 → 05.12 | Long | 93.3% | +8.90% | 2.53 | 15 |
| 10.10 → 09.12 | Long | 93.3% | +8.71% | 2.02 | 15 |
| 09.10 → 04.12 | Long | 93.3% | +8.56% | 2.22 | 15 |
| 11.10 → 04.12 | Long | 93.3% | +8.55% | 2.36 | 15 |
| 06.10 → 04.12 | Long | 93.3% | +8.45% | 2.10 | 15 |