United Kingdom
Over 2022 to 2025 (4 years of data), MNGGBGBX has tended to move long between 08.10 and 04.12, closing higher in 100.0% of those years for an average +8.98% move and an annualized Sharpe of 7.18.
Best window
08.10 - 04.12
Direction
Long
Win rate
100.0%
Avg return
+8.98%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 04.12 | Long | 100.0% | +8.98% | 7.18 | 3 |
| 09.10 → 04.12 | Long | 100.0% | +6.78% | 3.21 | 4 |
| 10.10 → 16.10 | Long | 100.0% |
| +3.07% |
| 11.11 |
| 4 |
| 10.10 → 18.10 | Long | 100.0% | +3.06% | 7.06 | 4 |
| 09.10 → 16.10 | Long | 100.0% | +3.02% | 10.58 | 4 |
| 09.10 → 18.10 | Long | 100.0% | +3.02% | 6.72 | 4 |
| 08.10 → 16.10 | Long | 100.0% | +2.98% | 9.59 | 4 |
| 08.10 → 18.10 | Long | 100.0% | +2.97% | 6.20 | 4 |