United Kingdom
Over 2011 to 2025 (15 years of data), PRUGBGBX has tended to move long between 06.10 and 17.11, closing higher in 80.0% of those years for an average +3.70% move and an annualized Sharpe of 1.28.
Best window
06.10 - 17.11
Direction
Long
Win rate
80.0%
Avg return
+3.70%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 17.11 | Long | 80.0% | +3.70% | 1.28 | 15 |
| 06.10 → 11.11 | Long | 80.0% | +3.59% | 1.37 | 15 |
| 09.10 → 08.12 | Long | 80.0% |
| +3.33% |
| 0.80 |
| 15 |
| 06.10 → 12.11 | Long | 80.0% | +3.11% | 1.14 | 15 |
| 12.10 → 14.11 | Long | 80.0% | +2.69% | 1.15 | 15 |
| 11.10 → 14.11 | Long | 80.0% | +2.65% | 1.24 | 15 |
| 06.10 → 10.11 | Long | 80.0% | +2.47% | 1.10 | 15 |
| 07.10 → 11.11 | Long | 80.0% | +2.03% | 1.01 | 15 |