United Kingdom
Over 2011 to 2025 (15 years of data), RDSBGBGBX has tended to move long between 06.10 and 05.11, closing higher in 80.0% of those years for an average +2.62% move and an annualized Sharpe of 1.78.
Best window
06.10 - 05.11
Direction
Long
Win rate
80.0%
Avg return
+2.62%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 05.11 | Long | 80.0% | +2.62% | 1.78 | 15 |
| 06.10 → 06.11 | Long | 80.0% | +2.56% | 1.71 | 15 |
| 07.10 → 05.11 | Long | 80.0% |
| +2.25% |
| 1.58 |
| 15 |
| 07.10 → 06.11 | Long | 80.0% | +2.19% | 1.50 | 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 |
| 06.10 → 07.11 | Long | 73.3% | +3.37% | 1.74 | 15 |
| 07.10 → 07.11 | Long | 73.3% | +2.99% | 1.63 | 15 |