United Kingdom
Over 2011 to 2025 (15 years of data), MGGTGBGBX has tended to move short between 07.10 and 04.11, closing higher in 83.3% of those years for an average +5.83% move and an annualized Sharpe of 1.57.
Best window
07.10 - 04.11
Direction
Short
Win rate
83.3%
Avg return
+5.83%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 04.11 | Short | 83.3% | +5.83% | 1.57 | 6 |
| 09.10 → 04.11 | Short | 83.3% | +5.74% | 1.72 | 6 |
| 06.10 → 10.10 | Short | 83.3% |
| +0.01% |
| 0.04 |
| 6 |
| 05.10 → 10.10 | Short | 83.3% | -0.79% | -1.75 | 6 |
| 07.10 → 02.11 | Short | 66.7% | +6.33% | 1.63 | 6 |
| 09.10 → 02.11 | Short | 66.7% | +6.24% | 1.77 | 6 |
| 07.10 → 01.11 | Short | 66.7% | +6.08% | 1.68 | 6 |
| 09.10 → 01.11 | Short | 66.7% | +5.98% | 1.82 | 6 |