United Kingdom
Over 2022 to 2025 (4 years of data), PHNXGBGBX has tended to move long between 09.10 and 08.12, closing higher in 100.0% of those years for an average +8.47% move and an annualized Sharpe of 3.39.
Best window
09.10 - 08.12
Direction
Long
Win rate
100.0%
Avg return
+8.47%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 08.12 | Long | 100.0% | +8.47% | 3.39 | 3 |
| 08.10 → 07.12 | Long | 100.0% | +8.15% | 2.87 | 3 |
| 09.10 → 07.12 | Long | 100.0% |
| +8.12% |
| 2.87 |
| 3 |
| 12.10 → 09.12 | Long | 100.0% | +6.59% | 2.32 | 4 |
| 06.10 → 28.11 | Long | 100.0% | +6.40% | 3.46 | 3 |
| 12.10 → 08.12 | Long | 100.0% | +6.40% | 2.31 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +6.38% | 2.52 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +6.19% | 2.51 | 4 |