United Kingdom
Over 2011 to 2025 (15 years of data), LSEGBGBX has tended to move long between 09.10 and 30.10, closing higher in 73.3% of those years for an average +1.44% move and an annualized Sharpe of 0.98.
Best window
09.10 - 30.10
Direction
Long
Win rate
73.3%
Avg return
+1.44%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 30.10 | Long | 73.3% | +1.44% | 0.98 | 15 |
| 11.10 → 12.11 | Long | 73.3% | +1.39% | 0.76 | 15 |
| 08.10 → 20.10 | Long | 73.3% |
| +1.12% |
| 1.84 |
| 15 |
| 06.10 → 09.10 | Short | 73.3% | +0.92% | 2.90 | 15 |
| 07.10 → 13.10 | Short | 71.4% | +0.55% | 0.72 | 14 |
| 11.10 → 05.11 | Long | 66.7% | +2.89% | 1.61 | 15 |
| 11.10 → 27.10 | Long | 66.7% | +2.69% | 2.21 | 15 |
| 11.10 → 06.11 | Long | 66.7% | +2.68% | 1.54 | 15 |