United Kingdom
Over 2011 to 2025 (15 years of data), MRWGBGBX has tended to move long between 06.10 and 20.10, closing higher in 81.8% of those years for an average +1.29% move and an annualized Sharpe of 2.80.
Best window
06.10 - 20.10
Direction
Long
Win rate
81.8%
Avg return
+1.29%
Sample
11 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 20.10 | Long | 81.8% | +1.29% | 2.80 | 11 |
| 06.10 → 21.10 | Long | 81.8% | +1.18% | 2.42 | 11 |
| 12.10 → 20.10 | Long | 81.8% |
| +0.95% |
| 2.37 |
| 11 |
| 07.10 → 21.10 | Long | 81.8% | +0.81% | 1.84 | 11 |
| 11.10 → 20.10 | Long | 72.7% | +1.41% | 2.54 | 11 |
| 07.10 → 20.10 | Long | 72.7% | +0.93% | 2.09 | 11 |
| 08.10 → 20.10 | Long | 72.7% | +0.91% | 1.95 | 11 |
| 06.10 → 23.10 | Long | 72.7% | +0.85% | 1.24 | 11 |