United Kingdom
Over 2011 to 2025 (15 years of data), RBGBGBX has tended to move long between 12.10 and 24.10, closing higher in 66.7% of those years for an average +1.09% move and an annualized Sharpe of 1.11.
Best window
12.10 - 24.10
Direction
Long
Win rate
66.7%
Avg return
+1.09%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 24.10 | Long | 66.7% | +1.09% | 1.11 | 15 |
| 12.10 → 28.11 | Long | 66.7% | +0.92% | 0.30 | 15 |
| 12.10 → 23.10 | Long | 66.7% |
| +0.82% |
| 0.96 |
| 15 |
| 12.10 → 22.10 | Long | 66.7% | +0.74% | 0.90 | 15 |
| 09.10 → 22.10 | Long | 66.7% | +0.65% | 0.65 | 15 |
| 11.10 → 22.10 | Long | 66.7% | +0.55% | 0.62 | 15 |
| 12.10 → 21.10 | Long | 66.7% | +0.50% | 0.74 | 15 |
| 10.10 → 22.10 | Long | 66.7% | +0.47% | 0.49 | 15 |