United Kingdom
Over 2011 to 2025 (15 years of data), MNDIGBGBX has tended to move short between 07.10 and 21.11, closing higher in 73.3% of those years for an average +2.95% move and an annualized Sharpe of 0.78.
Best window
07.10 - 21.11
Direction
Short
Win rate
73.3%
Avg return
+2.95%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 21.11 | Short | 73.3% | +2.95% | 0.78 | 15 |
| 07.10 → 19.10 | Short | 73.3% | +2.86% | 2.50 | 15 |
| 06.10 → 27.11 | Short | 73.3% |
| +2.73% |
| 0.60 |
| 15 |
| 07.10 → 18.10 | Short | 73.3% | +2.60% | 2.70 | 15 |
| 09.10 → 18.10 | Short | 73.3% | +1.51% | 1.71 | 15 |
| 12.10 → 09.11 | Short | 73.3% | +1.03% | 0.41 | 15 |
| 06.10 → 20.10 | Short | 66.7% | +3.66% | 2.13 | 15 |
| 07.10 → 20.10 | Short | 66.7% | +3.25% | 2.54 | 15 |