United Kingdom
Over 2011 to 2025 (15 years of data), NGGBGBX has tended to move long between 12.10 and 26.10, closing higher in 93.3% of those years for an average +2.16% move and an annualized Sharpe of 3.96.
Best window
12.10 - 26.10
Direction
Long
Win rate
93.3%
Avg return
+2.16%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 26.10 | Long | 93.3% | +2.16% | 3.96 | 15 |
| 12.10 → 17.10 | Long | 93.3% | +1.16% | 6.51 | 15 |
| 10.10 → 27.10 | Long | 86.7% |
| +2.46% |
| 3.49 |
| 15 |
| 11.10 → 27.10 | Long | 86.7% | +2.42% | 3.96 | 15 |
| 08.10 → 27.10 | Long | 86.7% | +2.36% | 2.96 | 15 |
| 12.10 → 27.10 | Long | 86.7% | +2.34% | 3.61 | 15 |
| 10.10 → 26.10 | Long | 86.7% | +2.28% | 3.88 | 15 |
| 11.10 → 26.10 | Long | 86.7% | +2.24% | 4.33 | 15 |