Over 2011 to 2025 (15 years of data), LSEGBGBX has tended to move long between 28.07 and 13.08, closing higher in 80.0% of those years for an average +1.44% move and an annualized Sharpe of 0.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 13.08 | Long | 80.0% | +1.44% | 0.92 | 15 |
| 26.07 → 08.09 | Long | 73.3% | +3.31% | 0.88 | 15 |
| 25.07 → 08.09 | Long | 73.3% | +3.14% | 0.82 | 15 |
| 26.07 → 06.09 | Long | 73.3% | +2.89% | 0.71 | 15 |
| 26.07 → 07.09 | Long | 73.3% | +2.86% | 0.75 | 15 |
| 26.07 → 31.08 | Long | 73.3% | +2.85% | 0.93 | 15 |
| 24.07 → 08.09 | Long | 73.3% | +2.80% | 0.71 | 15 |
| 25.07 → 06.09 | Long | 73.3% | +2.73% | 0.66 | 15 |