United Kingdom
Over 2022 to 2025 (4 years of data), OCDOGBGBX has tended to move short between 11.10 and 31.10, closing higher in 75.0% of those years for an average +8.40% move and an annualized Sharpe of 2.80.
Best window
11.10 - 31.10
Direction
Short
Win rate
75.0%
Avg return
+8.40%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 31.10 | Short | 75.0% | +8.40% | 2.80 | 4 |
| 11.10 → 30.10 | Short | 75.0% | +7.68% | 2.62 | 4 |
| 06.10 → 31.10 | Short | 75.0% |
| +7.45% |
| 3.13 |
| 4 |
| 10.10 → 31.10 | Short | 75.0% | +7.40% | 2.50 | 4 |
| 07.10 → 31.10 | Short | 75.0% | +7.30% | 2.73 | 4 |
| 09.10 → 31.10 | Short | 75.0% | +6.81% | 2.21 | 4 |
| 08.10 → 31.10 | Short | 75.0% | +6.75% | 2.11 | 4 |
| 06.10 → 30.10 | Short | 75.0% | +6.71% | 2.83 | 4 |