United Kingdom
Over 2011 to 2025 (15 years of data), PSNGBGBX has tended to move long between 10.10 and 02.11, closing higher in 86.7% of those years for an average +4.35% move and an annualized Sharpe of 2.23.
Best window
10.10 - 02.11
Direction
Long
Win rate
86.7%
Avg return
+4.35%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 02.11 | Long | 86.7% | +4.35% | 2.23 | 15 |
| 11.10 → 02.11 | Long | 86.7% | +4.12% | 2.40 | 15 |
| 11.10 → 23.10 | Long | 86.7% |
| +3.98% |
| 3.61 |
| 15 |
| 11.10 → 28.10 | Long | 86.7% | +3.89% | 2.53 | 15 |
| 11.10 → 30.10 | Long | 86.7% | +3.78% | 2.52 | 15 |
| 11.10 → 29.10 | Long | 86.7% | +3.63% | 2.36 | 15 |
| 10.10 → 14.11 | Long | 80.0% | +4.74% | 1.27 | 15 |
| 10.10 → 03.11 | Long | 80.0% | +4.68% | 2.47 | 15 |