United Kingdom
Over 2011 to 2025 (15 years of data), MKSGBGBX has tended to move long between 10.10 and 02.12, closing higher in 86.7% of those years for an average +10.41% move and an annualized Sharpe of 1.46.
Best window
10.10 - 02.12
Direction
Long
Win rate
86.7%
Avg return
+10.41%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 02.12 | Long | 86.7% | +10.41% | 1.46 | 15 |
| 09.10 → 02.12 | Long | 86.7% | +10.39% | 1.47 | 15 |
| 08.10 → 02.12 | Long | 86.7% |
| +10.04% |
| 1.45 |
| 15 |
| 08.10 → 11.11 | Long | 86.7% | +9.58% | 2.16 | 15 |
| 11.10 → 30.11 | Long | 86.7% | +9.14% | 1.45 | 15 |
| 08.10 → 14.11 | Long | 86.7% | +8.68% | 1.66 | 15 |
| 09.10 → 08.11 | Long | 86.7% | +7.84% | 2.93 | 15 |
| 08.10 → 08.11 | Long | 86.7% | +7.54% | 2.84 | 15 |