Over 2011 to 2025 (15 years of data), LSEGBGBX has tended to move long between 11.07 and 19.07, closing higher in 93.3% of those years for an average +1.96% move and an annualized Sharpe of 4.20.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 19.07 | Long | 93.3% | +1.96% | 4.20 | 15 |
| 09.07 → 07.09 | Long | 86.7% | +3.71% | 0.76 | 15 |
| 07.07 → 22.08 | Long | 86.7% | +2.90% | 0.63 | 15 |
| 09.07 → 22.08 | Long | 86.7% | +2.81% | 0.68 | 15 |
| 10.07 → 10.08 | Long | 86.7% | +2.49% | 0.81 | 15 |
| 10.07 → 12.08 | Long | 86.7% | +2.28% | 0.71 | 15 |
| 11.07 → 21.07 | Long | 86.7% | +1.95% | 3.84 | 15 |
| 10.07 → 21.07 | Long | 86.7% | +1.76% | 3.34 | 15 |