United Kingdom
Over 2022 to 2025 (4 years of data), OCDOGBGBX has tended to move short between 19.09 and 31.10, closing higher in 100.0% of those years for an average +22.49% move and an annualized Sharpe of 4.06.
Best window
19.09 - 31.10
Direction
Short
Win rate
100.0%
Avg return
+22.49%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.09 → 31.10 | Short | 100.0% | +22.49% | 4.06 | 4 |
| 19.09 → 30.10 | Short | 100.0% | +21.76% | 3.77 | 4 |
| 19.09 → 29.10 | Short | 100.0% |
| +20.71% |
| 3.32 |
| 4 |
| 19.09 → 28.10 | Short | 100.0% | +20.59% | 3.33 | 4 |
| 18.09 → 31.10 | Short | 100.0% | +18.29% | 2.73 | 4 |
| 20.09 → 31.10 | Short | 100.0% | +18.28% | 2.66 | 4 |
| 19.09 → 03.10 | Short | 100.0% | +16.20% | 5.15 | 4 |
| 19.09 → 08.10 | Short | 100.0% | +16.17% | 3.88 | 4 |