United Kingdom
Over 2011 to 2025 (15 years of data), PFCGBGBX has tended to move short between 10.10 and 08.12, closing higher in 78.6% of those years for an average +11.79% move and an annualized Sharpe of 0.92.
Best window
10.10 - 08.12
Direction
Short
Win rate
78.6%
Avg return
+11.79%
Sample
14 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 08.12 | Short | 78.6% | +11.79% | 0.92 | 14 |
| 11.10 → 08.12 | Short | 78.6% | +11.73% | 0.93 | 14 |
| 10.10 → 07.12 | Short | 78.6% |
| +11.68% |
| 0.91 |
| 14 |
| 12.10 → 08.12 | Short | 78.6% | +11.66% | 0.94 | 14 |
| 11.10 → 07.12 | Short | 78.6% | +11.60% | 0.92 | 14 |
| 11.10 → 09.12 | Short | 78.6% | +11.55% | 0.91 | 14 |
| 12.10 → 07.12 | Short | 78.6% | +11.54% | 0.94 | 14 |
| 10.10 → 30.11 | Short | 78.6% | +11.48% | 1.10 | 14 |