United Kingdom
Over 2011 to 2025 (15 years of data), RBGBGBX has tended to move short between 05.10 and 10.10, closing higher in 73.3% of those years for an average +0.48% move and an annualized Sharpe of 1.42.
Best window
05.10 - 10.10
Direction
Short
Win rate
73.3%
Avg return
+0.48%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 10.10 | Short | 73.3% | +0.48% | 1.42 | 15 |
| 09.10 → 22.10 | Long | 66.7% | +0.65% | 0.65 | 15 |
| 05.10 → 09.10 | Short | 66.7% |
| +0.61% |
| 2.39 |
| 15 |
| 05.10 → 08.10 | Short | 66.7% | +0.57% | 2.72 | 15 |
| 11.10 → 22.10 | Long | 66.7% | +0.55% | 0.62 | 15 |
| 10.10 → 22.10 | Long | 66.7% | +0.47% | 0.49 | 15 |
| 09.10 → 21.10 | Long | 66.7% | +0.41% | 0.51 | 15 |
| 11.10 → 21.10 | Long | 66.7% | +0.31% | 0.44 | 15 |