United Kingdom
Over 2011 to 2025 (15 years of data), LLOYGBGBX has tended to move long between 10.10 and 25.10, closing higher in 86.7% of those years for an average +3.65% move and an annualized Sharpe of 3.02.
Best window
10.10 - 25.10
Direction
Long
Win rate
86.7%
Avg return
+3.65%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 25.10 | Long | 86.7% | +3.65% | 3.02 | 15 |
| 10.10 → 27.10 | Long | 86.7% | +3.53% | 2.57 | 15 |
| 08.10 → 24.10 | Long | 80.0% |
| +3.51% |
| 2.97 |
| 15 |
| 08.10 → 23.10 | Long | 80.0% | +3.32% | 3.01 | 15 |
| 08.10 → 22.10 | Long | 80.0% | +2.97% | 2.56 | 15 |
| 11.10 → 27.10 | Long | 80.0% | +2.29% | 1.95 | 15 |
| 11.10 → 24.10 | Long | 80.0% | +2.27% | 2.55 | 15 |
| 09.10 → 08.12 | Long | 73.3% | +6.18% | 0.85 | 15 |