United Kingdom
Over 2011 to 2025 (15 years of data), NXTGBGBX has tended to move long between 10.10 and 04.12, closing higher in 86.7% of those years for an average +6.97% move and an annualized Sharpe of 1.39.
Best window
10.10 - 04.12
Direction
Long
Win rate
86.7%
Avg return
+6.97%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 04.12 | Long | 86.7% | +6.97% | 1.39 | 15 |
| 10.10 → 02.12 | Long | 86.7% | +6.64% | 1.41 | 15 |
| 10.10 → 05.12 | Long | 86.7% |
| +6.64% |
| 1.34 |
| 15 |
| 10.10 → 03.12 | Long | 86.7% | +6.60% | 1.35 | 15 |
| 10.10 → 29.11 | Long | 86.7% | +6.48% | 1.55 | 15 |
| 09.10 → 04.12 | Long | 86.7% | +6.47% | 1.31 | 15 |
| 08.10 → 04.12 | Long | 86.7% | +6.37% | 1.31 | 15 |
| 10.10 → 06.12 | Long | 86.7% | +6.32% | 1.20 | 15 |