United Kingdom
Over 2011 to 2025 (15 years of data), MRWGBGBX has tended to move long between 05.10 and 21.10, closing higher in 81.8% of those years for an average +1.41% move and an annualized Sharpe of 1.96.
Best window
05.10 - 21.10
Direction
Long
Win rate
81.8%
Avg return
+1.41%
Sample
11 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 21.10 | Long | 81.8% | +1.41% | 1.96 | 11 |
| 06.10 → 20.10 | Long | 81.8% | +1.29% | 2.80 | 11 |
| 06.10 → 21.10 | Long | 81.8% |
| +1.18% |
| 2.42 |
| 11 |
| 07.10 → 21.10 | Long | 81.8% | +0.81% | 1.84 | 11 |
| 05.10 → 20.10 | Long | 72.7% | +1.52% | 2.18 | 11 |
| 11.10 → 20.10 | Long | 72.7% | +1.41% | 2.54 | 11 |
| 05.10 → 19.10 | Long | 72.7% | +1.29% | 1.95 | 11 |
| 05.10 → 22.10 | Long | 72.7% | +1.20% | 1.53 | 11 |