United Kingdom
Over 2011 to 2026 (16 years of data), RDSBGBGBX has tended to move long between 16.10 and 02.11, closing higher in 80.0% of those years for an average +2.10% move and an annualized Sharpe of 1.87.
Best window
16.10 - 02.11
Direction
Long
Win rate
80.0%
Avg return
+2.10%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.10 → 02.11 | Long | 80.0% | +2.10% | 1.87 | 15 |
| 13.10 → 02.11 | Long | 80.0% | +2.04% | 1.87 | 15 |
| 12.10 → 02.11 | Long | 80.0% |
| +1.89% |
| 1.67 |
| 15 |
| 12.10 → 03.11 | Long | 80.0% | +1.87% | 1.63 | 15 |
| 14.10 → 02.11 | Long | 80.0% | +1.83% | 1.87 | 15 |
| 15.10 → 02.11 | Long | 80.0% | +1.80% | 1.64 | 15 |
| 17.10 → 02.11 | Long | 80.0% | +1.76% | 1.54 | 15 |
| 16.10 → 22.10 | Long | 78.6% | +1.30% | 4.37 | 14 |