United Kingdom
Over 2011 to 2025 (15 years of data), PSONGBGBX has tended to move short between 07.10 and 15.10, closing higher in 73.3% of those years for an average +2.36% move and an annualized Sharpe of 2.56.
Best window
07.10 - 15.10
Direction
Short
Win rate
73.3%
Avg return
+2.36%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 15.10 | Short | 73.3% | +2.36% | 2.56 | 15 |
| 07.10 → 16.10 | Short | 73.3% | +2.08% | 2.08 | 15 |
| 05.10 → 14.10 | Long | 73.3% |
| +0.47% |
| 0.68 |
| 15 |
| 05.10 → 11.10 | Long | 73.3% | +0.31% | 0.59 | 15 |
| 11.10 → 31.10 | Long | 73.3% | -0.39% | -0.12 | 15 |
| 10.10 → 15.10 | Short | 66.7% | +2.11% | 3.07 | 15 |
| 08.10 → 15.10 | Short | 66.7% | +2.01% | 2.38 | 15 |
| 09.10 → 15.10 | Short | 66.7% | +2.01% | 2.58 | 15 |