United Kingdom
Over 2011 to 2025 (15 years of data), RBSGBGBX has tended to move long between 08.10 and 23.10, closing higher in 80.0% of those years for an average +2.96% move and an annualized Sharpe of 2.00.
Best window
08.10 - 23.10
Direction
Long
Win rate
80.0%
Avg return
+2.96%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 23.10 | Long | 80.0% | +2.96% | 2.00 | 15 |
| 05.10 → 31.10 | Long | 80.0% | +2.64% | 1.08 | 15 |
| 05.10 → 16.10 | Long | 80.0% |
| +2.24% |
| 1.73 |
| 15 |
| 05.10 → 01.11 | Long | 80.0% | +1.87% | 0.71 | 15 |
| 05.10 → 27.10 | Long | 73.3% | +4.22% | 1.52 | 15 |
| 05.10 → 25.10 | Long | 73.3% | +4.09% | 2.23 | 15 |
| 05.10 → 26.10 | Long | 73.3% | +3.82% | 1.90 | 15 |
| 10.10 → 27.10 | Long | 73.3% | +3.76% | 1.77 | 15 |